Functional hydrogel coatings can endow the underlying substrate with excellent surface properties, such as anti-fouling, anti-fogging, anti-bacterial, anti-abrasion, lubrication, and controllable drug delivery, while hardly changing the mechanical properties of the substrate. Through elaborate interface engineering, hydrogel coatings with high interfacial toughness and controllable thickness have been successfully constructed on different substrate surfaces for widespread applications. In this review, we present a comprehensive overview of the current research progress in functional hydrogel coatings and the associated interfacial chemistry. First, the interfacial interactions and mechanisms between hydrogel coatings and substrates are discussed. Next, the preparation methods for hydrogel coatings are systematically summarized, with a focus on the involved critical chemical groups/reactions and their respective advantages and disadvantages. Finally, we highlight the challenges from the perspective of large-scale preparation, long-term stability, and multifunctionality, and provide a glimpse into future opportunities, hoping to promote the transformation of functional hydrogel coatings from foundational research to industrial applications.