In general, majority of MOFs are powder, which limit their applications. In this study, the highly stable Zr-based MOF-808 and its thiol-modified MOF-808-SH were selected as precursors, and then they were wrapped by sodium alginate hydrogel via a dripping strategy. Based on these, MOF/hydrogel composite beads (Alg-MOF-808, Alg-MOF-808-SH) with 3D network structure were prepared successfully. Due to its excellent adsorption properties and easy recovery, they were employed as effective environmental functional materials for the adsorption of Hg (II). The adsorption capacities of Hg (II) were 170.52 mg‧g−1 and 221.73 mg‧g−1 respectively and they can achieve adsorption equilibrium in a short time. The adsorption stability of Alg-MOF-808-SH was studied at different pH as well. In addition, the removal efficiency of composite beads for Hg (II) was almost unaffected by other coexisting ions, displaying good adsorption selectivity. Furthermore, the removal efficiency only decreased by 10.4% after 5 cycles, indicating that the as-prepared materials have high recycling efficiency. The results demonstrated that the MOF/hydrogel composite beads have a certain application potential for mercury removal in actual wastewater.