Synthetic hydrogels typically exhibit homogeneous microstructures, which are formed through the polymerization of aqueous hydrogel precursors. While the aqueous nature of hydrogel precursors enables diverse processing methods, it concurrently presents a challenge: hydrogel precursors are immiscible with hydrophobic constituents. This limitation hinders efforts to develop heterogeneous microstructures in synthetic hydrogels. Here, we demonstrate that a common hydrogel monomer can function as a molecular bridge between a water molecule and a hydrophobic polymer, enabling the formation of a stable, homogeneous precursor solution of hydrophobic polymer, hydrogel monomer, and water. Upon polymerization of the hydrogel monomer, the bridging effect diminishes, rendering the hydrophobic polymer insoluble and inducing phase separation. The phase separation is arrested during polymerization, yielding self-assembled microstructures. The self-assembled heterogeneous hydrogels exhibit significantly enhanced mechanical performance compared to conventional homogeneous hydrogels. This strategy is broadly applicable to various hydrogel systems, providing a versatile approach for engineering heterogeneous microstructures in synthetic hydrogels.