Graphene and its functionalized derivatives are unique and versatile building blocks for self-assembly to fabricate graphene-based functional materials with hierarchical microstructures. Here we report a strategy for three-dimensional self-assembly of graphene oxide sheets and DNA to form multifunctional hydrogels. The hydrogels possess high mechanical strength, environmental stability, and dye-loading capacity, and a exhibit self-healing property. This study provides a new insight for the assembly of functionalized graphene with other building blocks, especially biomolecules, which will help rational design and preparation of hierarchical graphene-based materials.