This tutorial review aims to introduce a new kind of biomaterials-molecular hydrogels of therapeutic agents. Based on the molecular self-assembly in water, it is possible to transform therapeutic agents into analogues that form hydrogels without compromising their pharmacological efficacy. This transformation can be beneficial in three aspects: (i) the therapeutic agents become "self-deliverable" in the form of hydrogels; (ii) the self-assembly of hydrogelators of drugs might confer new and useful properties such as multivalency or high local densities; (iii) the exploration of molecular hydrogels of drugs may ultimately lead to bioactive molecules that have dual or multiple roles. By summarizing the reports on the molecular hydrogels made from clinical used drugs or other bioactive molecules, this article presents representative molecular hydrogels of therapeutics and outlines the promises and challenges for developing this new class of biomaterials.