Tough hydrogels receive continuous attention because of their promising applications in many fields. Herein, tough hydrogels of poly (N,N‐dimethylacrylamide) (PDMAA)/alginate (SA) are prepared, with interpenetrating network (IPN) and of PDMAA/chitosan (CS) with semi‐IPN microstructure, respectively. The toughening of the hydrogel by incorporating natural polymers is studied by compressing tests and dynamic mechanical analyses. Moreover, cyclic load–unload compressing of the two types of hydrogels are performed at low strains and under relatively high strains, in order to compare their strength and anti‐fatigue properties. The results indicate that the mechanical strength can be markedly improved upon addition of the natural polymers, and the IPN hydrogel of PDMAA/SA reveals much higher mechanical performances but is less stable. However, the semi‐IPN hydrogel of PDMAA/CS displays excellent anti‐fatigue stability, but with relatively low strength. Swelling tests, scanning electron microscopy, and Fourier transform infrared spectroscopy are carried out to study the microstructures of the hydrogels, which are carefully analyzed to understand the difference in mechanical performances of those hydrogels. The results suggest that the presence of sacrificial unit and higher chain density in the IPN are helpful for toughening hydrogels, while the semi‐IPN network is beneficial to improve the energy dissipation efficiency.