Sodium alginate is one of the most widely used polymer polysaccharides in delivery systems. Sodium alginate hydrogel is often used to deliver bioactive molecules, drugs and other substances, and has great potential for application in foods and pharmaceuticals. Currently, composite gels are used in various forms to improve the mechanical properties and application defects of single alginate gels. This article provides an overview of the structure and characteristics of sodium alginate, focusing on the current status of research on alginate composite gels in terms of the advantages of alginate-polysaccharides, alginate-proteins, and alginate-lipids composite gels as well as the factors affecting their application characteristics. Moreover, recent studies on two common application forms of alginate gels: microgels and edible coating are summarized. We expect that this review will provide references for expanding the application of alginates in delivery systems.