Percutaneous thermotherapy, a minimally invasive operational procedure, is employed in the ablation of deep tumor lesions by means of target‐delivering heat. Conventional thermal ablation methods, such as radiofrequency or microwave ablation, to a certain extent, are subjected to extended ablation time as well as biosafety risks of unwanted overheating. Given its effectiveness and safety, percutaneous thermotherapy gains a fresh perspective thanks to magnetic hyperthermia. In this respect, an injectable and magnetic hydrogel constructs‐based thermal ablation agent is likely to be a candidate for the aforementioned clinical translation. Adopting a simple and environment‐friendly strategy, a magnetic colloidal hydrogel injection is introduced by a binary system comprising superparamagnetic Fe3O4 nanoparticles and gelatin nanoparticles. The colloidal hydrogel constructs, unlike conventional bulk hydrogel, could be easily extruded through a percutaneous needle and then self‐heal in a reversible manner owing to the unique electrostatic crosslinking. The introduction of magnetic building blocks was exhibited with a rapid magneto‐thermal response to an alternating magnetic field. Such hydrogel injection is capable of generating heat without limitation of deep penetration. The materials achieved outstanding therapeutic results in both small and large animal models. These findings constitute a new class of locoregional interventional thermal therapies with minimal collateral damages.This article is protected by copyright. All rights reserved