As one of the most important soft matters, "supramolecular polymer gel" represents a new concept and more complex gel systems. The construction of these novel supramolecular systems can be based on the hierarchical assembly via different non-covalent interactions. In this case, molecular building blocks can assembly into supramolecular polymers, and then the hierarchical assembly of the corresponding supramolecular polymers can form gels. Actually, the meaning of "supramolecular polymer gels" has been greatly expanded. Thus, although the essential supramolecular polymer gels can be physical gels constructed by self-assembled synthetic polymers, this definition is now more frequently referred to as the gels with supramolecular polymers working as gelators. While these supramolecular polymers can be fabricated based on the self-assembly of low-molecular-weight building blocks, not only covalent polymers. In this context, the building blocks, which are used to form general supramolecular polymer gels, can be covalent polymers, oligomers or small organic molecules. Certainly, building block is only one aspect for understanding "supramolecular polymer gels", the manner of self-assembly is the master key for constructing this type of soft matters. The typical features of "supramolecular polymer gels" can be the complex hierarchical self-assembly of different molecular building blocks within these systems. Whatever covalent polymers or low-molecular-weight organic molecules working as building blocks, much more elaborate molecular packing modes are necessary for the formation of the supramolecular polymer gels. These supramolecular polymer gels have novel nanostructures and properties. For example, some supramolecular polymer gel systems have good dynamic and reversible characteristics with excellent mechanical properties. Although the study on the supramolecular polymer gels has only just begun, it is still attracting more and more interests recently due to their special properties and great application potentials. In this manuscript, we will review the recent research progress in this field. Especially, the construction of the supramolecular polymer gels based on different non-covalent interactions will discussed in details. Moreover, we will also focus on the modulation of their mechanical properties.