Small-scale magnetic robots are remotely actuated and controlled by an externally applied magnetic field. These robots have a characteristic size ranging from several millimetres down to a few nanometres. They are often untethered in order to access constrained and hard-to-reach space buried deep in human body. Thus, they promise to bring revolutionary improvement to minimally invasive diagnostics and therapeutics. However, existing research is still mostly limited to scenarios in over-simplified laboratory environment with unrealistic working conditions. Further advancement of this field demands researchers to consider complex unstructured biological workspace. In order to deliver its promised potentials, next-generation small-scale magnetic robotic systems need to address the constraints and meet the demands of real-world clinical tasks. In particular, integrating medical imaging modalities into the robotic systems is a critical step in their evolution from laboratory toys towards potential life-savers. This review discusses the recent efforts made in this direction to push small-scale magnetic robots towards genuine biomedical applications. This review examines the accomplishment achieved so far and sheds light on the open challenges. It is hoped that this review can offer a perspective on how next-generation robotic systems can not only effectively integrate medical imaging methods, but also take full advantage of the imaging equipments to enable additional functionalities.