Hydrogels are water-based polymeric three-dimensional network with advantageous properties for the delivery of bioactive components, ranging from small therapeutic agents to therapeutic cells. Natural-based hydrogels have great potential as delivery vehicles for the local controlled release of therapeutic agents at the target site. Injectable hydrogels are designed to load therapeutic agents by simple mixing within the polymer solutions, as well as use nanoparticles able to respond to specific external conditions, such as temperature and pH. Herein, we present an overview of the properties of natural injectable hydrogels and recent developments for their use to control the local release of therapeutic agents; as well as strategies to crosslink in-situ multifunctional injectable hydrogels that act as therapeutical depot system. The mini review focuses on alginate-based injectable hydrogels as controlled drug delivery systems, presenting advantages and challenges of their application in cancer therapy