Luminescent hydrogels are of great potential for many fields, particularly serving as biomaterials ranging from fluorescent sensors to bioimaging agents. Here, robust luminescent hydrogels are reported using lanthanide complexes as emitting sources via a hierarchical organic–inorganic self‐assembling strategy. A new organic ligand is synthesized, consisting of a terpyridine unit and two flexibly linked methylimidazole moieties to coordinate with europium(III) (Eu3+) tri‐thenoyltrifluoroacetone (Eu(TTA)3), leading to a stable amphiphilic Eu3+‐containing monomer. Synergistic coordination of TTA and terpyridine units allows the monomer to self‐assemble into spherical micelles in water, thus maintaining the luminescence of Ln complexes in water. The micelles further coassemble with exfoliated Laponite nanosheets coated with sodium polyacrylate into networks based on the electrostatic interactions, resulting in the supramolecular hydrogel possessing strong luminescence, extraordinary mechanical property, as well as self‐healing ability. The results demonstrate that hierarchical organic–inorganic self‐assembly is a versatile and effective strategy to create luminescent hydrogels containing lanthanide complexes, giving rise to great potential applications as a soft material. A luminescent supramolecular hydrogel using lanthanide complexes as emitting sources is constructed via a hierarchical organic–inorganic self‐assembling strategy, showing ultrastrong mechanical performance and extraordinary photophysical property.