The magnetic field has unique advantages in manipulating miniature robots working inside the human body, such as high transparency to biological tissue and good controllability for field generation. Generally, the actuated magnetic robot can be classified into two categories: tethered devices like intravascular microcatheters and untethered devices like helical swimmers. Among these, the tethered devices have a long history and good clinical application prospects, considering their high‐dose delivery and easy removal after the procedure. As an evolution of traditional continuum medical devices, the integration with magnetic actuation provides them with better scalability and improved dexterity. Although rapidly developed in the last two decades, the field of tethered magnetic robots requires further advancements in terms of design, fabrication, modeling, and control, especially for clinical applications. Herein, the recent progress of magnetically actuated continuum medical robots is focused on, intending to offer readers a comprehensive survey of the state‐of‐the‐art technologies and an information collection for future system design.