Wound management has always been a challenge in the clinical treatment of diabetes. In this study, glucose oxidase (GOx) is grafted onto natural pullulan polysaccharides, and oxidization is carried out to form a self-healing hydrogel using carboxymethyl chitosan by means of reversible Schiff base covalent bonding. The smart-response drug release properties of this natural self-healing hydrogel are demonstrated in diabetic wounds by taking advantage of two key factors, namely the pH-responsive nature of Schiff base bonding and the fact that GOx reduces the pH in diabetic wounds. To further enhance the biological functions of the hydrogel dressing, exosomes (Exos) are introduced into the hydrogel system. The GOx present in the hydrogel system improves the high-glucose microenvironment of diabetic wounds, releasing H