Here we define hydrogels crosslinked by weak bonds as physical hydrogels. They possess unique features including reversible bonding, shear thinning and stimuli-responsiveness. Unlike covalently crosslinked hydrogels, physical hydrogels do not require triggers to initiate chemical reactions for in situ gelation. The drug can be fully loaded in a pre-formed hydrogel for delivery with minimal cargo leakage during injection. These benefits make physical hydrogels useful as delivery vehicles for applications in biomedical engineering. This review focuses on recent advances of physical hydrogels crosslinked by weak bonds: hydrogen bonds, ionic interactions, host–guest chemistry, hydrophobic interactions, coordination bonds and π–π stacking interactions. Understanding the principles and the state of the art of gels with these dynamic bonds may give rise to breakthroughs in many biomedical research areas including drug delivery and tissue engineering.