Soft materials, which use both internal energy change and external energy supply to produce shape morphing and motion, are essential for the development of robotics. Four-dimensional (4D) printing is a promising method for fabricating soft robots with arbitrary structures. However, there are still few hybrid soft robots that can be manufactured by 4D printing because of the physicochemical nature of the materials. In this study, a novel smart hydrogel composed of NIPAM, Laponite nanoclay, and NdFeB magnetic particles, which have simultaneous temperature sensation and magnetic actuation, was synthesized for 4D printing of robots. It has been proven that this material has good mechanical properties and excellent machinability and biocompatibility. Soft millirobots with different structures and functions were printed, including a catheter with a multi-segment magnetic head, a leptasteria-like robot, and a shellfish-like robot, which can respond to both magnetic and thermal fields. The locomotion of the millirobot has been verified to overcome physical obstacles in the human stomach model and complete active transportation of cargo. The synergistic responses to the magnetic field and thermal field make the robot more adaptable and reduce the leakage of drugs during transportation. The 4D printed soft millirobots will promote the application prospects of robots in the fields of bioengineering and medical treatment.