When skin injuries are healing, complex wound environments can be easily created, which can result in wound infection, excessive inflammation caused by neutrophil accumulation and inflammatory factors, and excessive reactive oxygen species, resulting in high levels of oxidative stress. As a result of these factors, cell membranes, proteins, DNA, etc. may become damaged, which adversely affects the repair function of normal cells around the wound, resulting in the formation of chronic wounds. The effectiveness of wound dressings as a treatment is well known. They can offer temporary skin damage protection, prevent or control wound infection, create an environment that is conducive to mending skin damage, and speed wound healing. Traditional dressings like gauze, cotton balls, and bandages, however, have the drawbacks of having no antimicrobial properties, having weak adhesive properties, having poor mechanical properties, being susceptible to inflammation, obstructing angiogenesis, needing frequent replacement, and being unable to create an environment that is conducive to wound healing. As an innovative bandage, self-assembled hydrogel has great water absorption, high water retention, superior biocompatibility, biodegradability and three-dimensional (3D) structure. With properties including hemostasis, antibacterial, anti-inflammatory, and antioxidant, the synthesized raw material itself and the loaded active compounds have a wide range of potential applications in the treatment of skin injuries and wound healing. This research begins by examining and discussing the mechanism of cross-linking in self-assembled hydrogels. The cross-linking modes include non-covalent consisting of physical interaction forces such as electrostatic interactions, π-stacking, van der Waals forces, hydrophobic interactions, and metal-ligand bonds, covalent cross-linking formed by dynamic covalent bonding such as disulfide bonding and Schiff bases. And hybrid cross-linking with mixed physical forces and dynamic covalent bonding. The next part describes the special structure and excellent functions of self-assembled hydrogels, which include an extracellular matrix-like structure, the removal of exogenous microorganisms, and the mitigation of inflammation and oxidative stress. It goes on to explain the benefits of using self-assembled hydrogels as dressings for skin injuries. These dressings are capable of controlling cell proliferation, loading active ingredients, achieving hemostasis and coagulation, hastening wound healing, and controlling the regeneration of the injured area. The development of self-assembly hydrogels as dressings is summarized in the last section. The transition from purely non-covalent or covalent cross-linking to hybrid cross-linking with multiple networks, from one-strategy action to multi-strategy synergy in exerting antimicrobial, anti-inflammatory, and antioxidant effects and from single-function to multi-functioning in a single product. Additionally, it is predicted that future developments in self-assembled hydrogels will focus on creating biomimetic gels with multi-strategy associations linkage from naturally self-assembling biomolecules peptides, lipids, proteins and polysaccharides; improving the properties and cross-linking of raw materials to enhance the storage capabilities of hydrogels and cross-linking techniques, realizing the recycling of hydrogels; conducting additional research and exploration into the cross-linking process of hydrogels; and realizing the gel’s controllable rate of degradation. Furthermore, combining 3D printing and 3D microscopic imaging technology to design and build one-to-one specialized gel dressings; using computer simulation and virtual reality to eliminate the time factor, resulting in self-assembled hydrogels that perfectly fit the ideal dressing.