Wound healing dressings are designed to accelerate the regeneration of skin tissue and return it to its normal physiological activity. Several factors must be considered when designing wound healing dressings, including their mechanical, barrier, adhesive, degradation, and safety properties, as well as their ability to promote tissue regeneration. In this study, natural active small molecule anisaldehyde-tannic acid-zinc ion (AA-TA-Zn ²⁺) microcapsules by self-assembly and coordination strategies without any carrier or surfactant are constructed, integrating good antimicrobial, antioxidant, anti-inflammatory activities, sustained release, and pH responsiveness. Subsequently, natural small-molecule microcapsules are used to functionalize chitosan-gelatin (CG)-based hydrogels, endowing them with good injectability, adhesion, self-healing, antibacterial, antioxidant, and anti-inflammatory properties. This multifunctional hydrogel is primarily formed through a fourfold cross-linking mechanism involving Schiff base formation, hydrogen bonding, ionic interactions, and electrostatic forces, without the involvement of any chemical synthesis reactions. The microcapsules-loaded hydrogels are shown to kill bacteria around the wound, reduce oxidative stress damage, inhibit the proliferation of inflammatory cells, facilitate the reconstruction of the vascular network, promote the orderly deposition of collagen, facilitate the reconstruction of damaged tissues, clean the micro-environment of the wound areas, and recover the normal immune system, thereby hastening the repair and healing of S. aureus-infected wounds. These advanced multifunctional dressings may therefore have great potential for application in the biomedical field.