Water constitutes a huge circulation network in solid, liquid and gaseous forms that contains inestimable recyclable energy. Obtaining energy from gaseous moisture is challenging but of great significance to promote the energy upgrading. The emergence of moisture‐driven actuator (MDA) provides an effective way in converting moisture energy to mechanical energy. The MDA can combine with water molecules through hygroscopicity and swell to produce macroscopic deformation. Due to the wide distribution of humidity and the wireless driving mode, MDA shows great application potential in the fields of environmental monitoring, remote control and energy harvesting. This paper comprehensively reviews the research progress of MDA from aspects of hydrophilic materials, structures, preparing methods, multi‐response integration and applications, aiming at providing guidance for the design, preparation and application of MDA. Besides, the challenges faced by MDA are analyzed and corresponding solutions are proposed, which points out the next stage developing direction of MDA.