The role of regenerative medicine in clinical therapies is becoming increasingly vital. Under specific conditions, mesenchymal stem cells (MSCs) are capable of differentiating into mesoblastema (i.e., adipocytes, chondrocytes, and osteocytes) and other embryonic lineages. Their application in regenerative medicine has attracted a great deal of interest among researchers. To maximize the potential applications of MSCs, materials science could provide natural extracellular matrices and provide an effective means to understand the various mechanisms of differentiation for the growth of MSCs. Pharmaceutical fields are represented among the research on biomaterials by macromolecule-based hydrogel nanoarchitectonics. Various biomaterials have been used to prepare hydrogels with their unique chemical and physical properties to provide a controlled microenvironment for the culture of MSCs, laying the groundwork for future practical applications in regenerative medicine. This article currently describes and summarizes the sources, characteristics, and clinical trials of MSCs. In addition, it describes the differentiation of MSCs in various macromolecule-based hydrogel nanoarchitectonics and highlights the preclinical studies of MSCs-loaded hydrogel materials in regenerative medicine conducted over the past few years. Finally, the challenges and prospects of MSC-loaded hydrogels are discussed, and the future development of macromolecule-based hydrogel nanoarchitectonics is outlined by comparing the current literature.