Hydrogels have become one of the most widely researched materials across disciplines due to their excellent softness, wettability, responsiveness and biocompatibility. However, the mechanical properties of hydrogels are poor and cannot meet the use as some special materials. Nanofibers have been used to prepare nanofiber composite hydrogels with nano-size, porous structure and tunable mechanical properties due to their high aspect ratio, uniform fiber morphology and easy functionalization. Nanofiber composite hydrogels have suitable mechanical properties, ductility, adhesion, and the ability to mimic the microstructure of the extracellular matrix (ECM) and the microenvironment of the cell, which makes them widely used in many fields. This paper summarizes the classification of nanofiber composite hydrogels, their preparation methods and their development and application in the fields of multifunctional wound dressings, tissue engineering, sensors, and filter absorption materials its future development.