Hydrogels prepared from natural polymers have captured extensive attention over the past decades because of their exceptional biocompatibility and nontoxicity, ease of gelation, and functionalization. Thus, natural polymer hydrogels are considered as promising biomaterials that show great potential in the biomedical field. In drug-delivery systems, the extent and the rate with which the drugs reach their targets are highly carrier-dependent, so the demand for intelligent drug-delivery systems is gradually increasing. Recently, natural polymer hydrogels functionalized with magnetic materials have been used as a novel smart response device for drug delivery because of the quick response and remote controllability. This review aims to give the latest advances of magnetic hydrogels based on natural polymers such as polysaccharide, protein, and DNA in drug-delivery systems. Specifically, the first part compares several general synthesis strategies of magnetic natural polymer hydrogels. The applications of magnetic natural polymer hydrogels are described in the second part. For the last part, an overview of the application in drug delivery for the magnetic hydrogels constructed from several representative natural polymers is presented.