Over the past decade, the field of polymer-oligonucleotide nanomaterials has flourished because of the development of synthetic techniques, particularly living polymerization technologies, which provide access to polymers with well-defined architectures, precise molecular weights, and terminal or side-chain functionalities. Various "living" polymerization methods have empowered chemists with the ability to prepare functional polymer-oligonucleotide conjugates yielding a library of architectures, including linear diblock, comb, star, hyperbranched star, and gel morphologies. Since oligonucleotides are hydrophilic and synthetic polymers can be tailored with hydrophobicity, these amphiphilic polymer-oligonucleotide conjugates are capable of self-assembling into nanostructures with different shapes, leading to many high-value-added biomedical applications, such as drug delivery systems, gene regulation, and 3D-bioprinting. This review aims to highlight the main living polymerization approaches to polymer-oligonucleotide conjugates, including ring-opening metathesis polymerization, atom transfer radical polymerization (ATRP), reversible addition-fragmentation transfer polymerization (RAFT), and ring-opening polymerization of cyclic esters and N-carboxyanhydride. The self-assembly properties and resulting applications of polymer-DNA hybrid materials are highlighted as well.