Soft actuators have been receiving tremendous attention as a result of their excellent adaptability to the environment. However, due to their inherently low stiffness, soft actuators are difficult to adapt to high-load tasks. Despite previous efforts in developing stiffness-tunable actuators by utilizing variable stiffness materials, they still suffer from limitations, including relatively low load and locking capacity to grasp weights and difficulties regarding their fabrication with complex structures. This work reports a novel stiffness-tunable and shape-locking soft (Tri-S) actuator using hybrid multi-material 3D printing. The Tri-S actuator consists of polylactic acid, thermoplastic polyurethane and a flexible carbon fiber heating wire. Its stiffness can be effectively tuned by Joule heating. A soft robotic gripper equipped with three Tri-S actuators demonstrates their stiffness-tunable and shape-locking capability by grasping and holding objects of various shapes and weights. The gripper can grasp weights up to 2.2 kg with an external driving force by tuning the stiffness and hold weights up to 310 g depending on its own shape locking without an external driving power source.