Natural extracellular matrices (ECMs) have been widely used as a support for the adhesion, migration, differentiation, and proliferation of adipose-derived stem cells (ADSCs). However, poor mechanical behavior and unpredictable biodegradation properties of natural ECMs considerably limit their potential for bioapplications and raise the need for different, synthetic scaffolds. Hydrogels are regarded as the most promising alternative materials as a consequence of their excellent swelling properties and their resemblance to soft tissues. A variety of strategies have been applied to create synthetic biomimetic hydrogels, and their biophysical and biochemical properties have been modulated to be suitable for cell differentiation. In this review, we first give an overview of common methods for hydrogel preparation with a focus on those strategies that provide potential advantages for ADSC encapsulation, before summarizing the physical properties of hydrogel scaffolds that can act as biological cues. Finally, the challenges in the preparation and application of hydrogels with ADSCs are explored and the perspectives are proposed for the next generation of scaffolds.