In recent years, biomass-based self-healing hydrogels have shown great potential, but are incredibly prone to freezing at low temperature. It is therefore essential to develop hydrogels with excellent frost resistance. In this work, cellulose nanocrystalline functional nanomaterials (CNC-g-GB) were successfully prepared by grafting betaine hydrochloride (GB-HCl) onto cellulose nanocrystals (CNCs) surface in an environmentally friendly deep eutectic solvent (BhG DES) through esterification. Self-healing hydrogels with antifreeze properties were prepared by a one-pot method using amphoteric guar gum (AGG) and poly (acrylic acid) (PAA) as hydrogel matrix and Fe(Ⅲ) as cross-linking agent. The hydrogel was named AGG/CNC-g-GB hydrogel. Due to the intense hydration of cations and anions in AGG and the metal coordination of Fe(Ⅲ) with the hydrogel network, the hydrogel has pretty freezing resistance (−20.0 °C) and self-healing rate (86.0%). It provides new ideas for developing hydrogels with enhanced cold resistance and self-healing properties.