Hydrogels are hydrophilic polymeric networks, with chemical or physical crosslinks, that are capable of swell and can retain a large amount of water. Among the numerous types of macromolecules that can be used for hydrogel formation, polysaccharides show very attractive advantages in comparison to synthetic polymers. They are widely present in living organisms, are usually abundant and show a number of peculiar physicochemical properties; furthermore, these macromolecules are, in most cases, non-toxic, biocompatible and can be obtained from renewable sources. For these reasons, polysaccharides seem to be particularly suitable for different applications in the wide field of pharmaceutics. As examples of the studies that have been carried out on this topic, this review will focus on two polysaccharides, alginate and xyloglucan. Alginate has been, and still is, extensively investigated and has numerous industrial applications, whereas xyloglucan was chosen because, although it has been much less studied, it shows interesting properties that should find important practical uses in the near future. The possible advantages of physical gels over those that are chemically crosslinked are also discussed.