To navigate in complex and unstructured real‐world environments, soft miniature robots need to possess multiple functions, including autonomous environmental sensing, self‐adaptation, and multimodal locomotion. However, to achieve multifunctionality, artificial soft robots should respond to multiple stimuli, which can be achieved by multimaterial integration using facile and flexible fabrication methods. Here, a multimaterial integration strategy for fabricating soft millirobots that uses electrodeposition to integrate two inherently non‐adherable materials, superhydrophilic hydrogels and superhydrophobic elastomers, together via gel roots is proposed. This approach enables the authors to electrodeposit sodium alginate hydrogel onto a laser‐induced graphene‐coated elastomer, which can then be laser cut into various shapes to function as multi‐stimuli‐responsive soft robots (MSRs). Each MSR can respond to six different stimuli to autonomously transform their shapes, and mimic flowers, vines, mimosas, and flytraps. It is demonstrated that MSRs can climb slopes, switch locomotion modes, self‐adapt between air‐liquid environments, and transport cargo between different environments. This multimaterial integration strategy enables creating untethered soft millirobots that have multifunctionality, such as environmental sensing, self‐propulsion, and self‐adaptation, paving the way for their future operation in complex real‐world environments.