Magnetic miniature robots are promising tools for minimally invasive and noninvasive therapy. Constructing systems with actuation-perception loops is an essential step to progress from fundamental research to clinical applications, and from manual to automated manipulation. Such systems include imaging devices for tracking miniature robots inside a living body, and magnetic actuators for manipulating the robots. In this survey article, the designs, features, and control of various magnetic actuation systems with imaging modalities are summarized. The strategies of actuation-perception cooperation are discussed from both hardware and software aspects, aiming to provide a paradigm for building automated image-guided systems in clinical scenarios. Furthermore, the solutions when both the systems and surgeons simultaneously participate in the operation are introduced. We also discuss the advantages and drawbacks of reported techniques, major challenges, and potential prospects in this field.