Shape memory hydrogels have attracted extensive attention in fields such as artificial tissues, biomimetic devices and diagnostics, and intelligent biosensors. However, the practical applications were hindered by the absence of self-healing capability and multi-stimuli-responsiveness. To address these issues, we developed a shape memory hydrogel with self-healing and dual stimuli-response performance. The hydrogel system was constructed via an interpenetrating network consisting of in situ radical polymerization and host-guest interaction. The hydrogel exhibited rapid self-healing property, which can be stretched after self-healing for 1 min at 25 °C. Besides, the hydrogel displayed varied swelling performance in different light or solvent conditions. Moreover, the hydrogel showed a dual stimuli-responsive shape memory effect to ultraviolet (UV) light and ionic strength in 1 min. Such a shape memory hydrogel with self-healing ability and multi-stimuli-responsive properties will offer an option toward intelligent soft materials for biomedical and bionic research.