H2O2 is essential for cellular processes and plays a vital role in the regulation of cell signaling pathways, which can be viewed as a warning signal for many kinds of disease including cancer, cardiovascular disease, reproductive abnormalities, diabetes, and renal failure. A H2O2-responsive hydrogel (H2O2-Gel) is a promising candidate for biomedical applications because of its good biocompatibility, similarity to soft biological tissues, ease of preparation, and its ability to respond to H2O2. In this study, the H2O2-responsive moieties used to fabricate H2O2-Gels were reviewed, including thioethers, disulfide bonds, selenides, diselenium bonds, diketones, boronic, and others. Next, the preparation method of H2O2-Gel was divided into two major categories according to their reaction mechanisms: either self-crosslinking or mechanisms entailing the addition of difunctional crosslinkers. Last, the applications of H2O2-Gels were emphasized, which have been viewed as desirable candidates in the fields of drug delivery, the detection of H2O2, glucose-responsive systems, ROS scavengers, tissue engineering, and cell-encapsulation.