Small‐scale soft robots are attracting increasing interest for visible and potential applications owing to their safety and tolerance resulting from their intrinsic soft bodies or compliant structures. However, it is not sufficient that the soft bodies merely provide support or system protection. More importantly, to meet the increasing demands of controllable operation and real‐time feedback in unstructured/complicated scenarios, these robots are required to perform simplex and multimodal functionalities for sensing, communicating, and interacting with external environments during large or dynamic deformation with the risk of mismatch or delamination. Challenges are encountered during fabrication and integration, including the selection and fabrication of composite/materials and structures, integration of active/passive functional modules with robust interfaces, particularly with highly deformable soft/stretchable bodies. Here, methods and strategies of fabricating structural soft bodies and integrating them with functional modules for developing small‐scale soft robots are investigated. Utilizing templating, 3D printing, transfer printing, and swelling, small‐scale soft robots can be endowed with several perceptual capabilities corresponding to diverse stimulus, such as light, heat, magnetism, and force. The integration of sensing and functionalities effectively enhances the agility, adaptability, and universality of soft robots when applied in various fields, including smart manufacturing, medical surgery, biomimetics, and other interdisciplinary sciences.