I thought it'll be kind of an easy task to add the bibliography to the appendix. However, after spending hours on it trying different solutions even some suggestions from this forum here I kinda of gave up and post my code here to ask for help. The problem with the code I use is that the bibliography is put on a separate page under Bibliography and not under B References... Here is my code snippet:

\documentclass[10pt,DIV=12,a4paper,numbers=noenddot]{scrreprt}

\usepackage[english]{babel}
\usepackage[T1]{fontenc}
\usepackage[utf8]{inputenc}
\usepackage{appendix}

\begin{document}

\tableofcontents %% Adds table of content

\chapter{Chapter 1}

\chapter{Chapter 2}

\begin{appendices}

\chapter{Supplementary Information}

\section{Tables}

\section{Figures}

\chapter{References}

\bibliography{Document/Bibliography/bibliography}{}

\bibliographystyle{abbrv}

\end{appendices}

\end{document}

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You can use a redefinition of \bib@heading to use \chapter instead of \chapter* (now there's no need to use a separate \chapter{References}, and the bibliography will go to the ToC). To add the word "Appendix" before each ToC entry for an appendix, you can use the titletoc package option for appendix:

\documentclass[10pt,DIV=12,a4paper,numbers=noenddot]{scrreprt}
\usepackage[english]{babel}
\usepackage[T1]{fontenc}
\usepackage[utf8]{inputenc}
\usepackage[titletoc]{appendix}

\makeatletter
\chapter{\bibname}%
\@mkboth{\MakeMarkcase{\bibname}}{\MakeMarkcase{\bibname}}}%
\makeatother

\begin{document}

\tableofcontents %% Adds table of content

\chapter{Chapter 1}
\chapter{Chapter 2}

\begin{appendices}
\chapter{Supplementary Information}
\section{Tables}
\section{Figures}
\bibliographystyle{abbrv}
\bibliography{biblio}
\end{appendices}

\end{document}


Here's an image of the resulting ToC:

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