The development of natural hydrogels with sufficient strength and self-healing capacity to accelerate skin wound healing is still challenging. Herein, a hyaluronic acid nanocomposite hydrogel was developed based on aldehyde-modified sodium hyaluronate (AHA), hydrazide-modified sodium hyaluronate (ADA), and aldehyde-modified cellulose nanocrystals (oxi-CNC). This hydrogel was formed <i>in situ</i> using dynamic acylhydrazone bonds <i>via</i> a double-barreled syringe. This hydrogel exhibited improved strength and excellent self-healing ability. Furthermore, platelet-rich plasma (PRP) can be loaded in the hyaluronic acid nanocomposite hydrogels (ADAC) <i>via</i> imine bonds formed between amino groups on PRP (<i>e</i>.<i>g</i>., fibrinogen) and aldehyde groups on AHA or oxi-CNC to promote skin wound healing synergistically. As expected, ADAC hydrogel could protect and release PRP sustainably. In animal experiments, ADAC@PRP hydrogel significantly promoted full-thickness skin wound healing through enhancing the formation of granulation tissue, facilitating collagen deposition, and accelerating re-epithelialization and neovascularization. This self-healing nanocomposite hydrogel with PRP loading appears to be a promising candidate for wound therapy.