Composite hydrogels with improved mechanical and chemical properties can be formed by non-covalently decorating the nanofibrillar structures formed by the self-assembly of peptides with fucoidan. Nevertheless, the precise interactions, and the electrochemical and thermodynamic stability of these composite materials have not been determined. Here, we present a thermodynamic analysis of the interacting forces that drive the formation of a composite fucoidan/9-fluorenylmethoxycarbonyl-phenylalanine-arginine-glycine-aspartic acid-phenylalanine (Fmoc-FRGDF) hydrogel. The results showed that the co-assembly of fucoidan and Fmoc-FRGDF was spontaneous and exothermic. The melting point increased from 87.0 °C to 107.7 °C for Fmoc-FRGDF with 8 mg/mL of added fucoidan. A complex network of hydrogen bonds formed between the molecules of Fmoc-FRGDF, and electrostatic, hydrogen bond, and van der Waals interactions were the main interactions driving the co-assembly of fucoidan and Fmoc-FRGDF. Furthermore, the sulfate group of fucoidan formed a strong salt bridge with the arginine of Fmoc-FRGDF. This study provides useful biomedical engineering design parameters for the inclusion of other highly soluble biopolymers into these types of hydrogel vectors.