Stimuli‐responsive and active materials promise radical advances for many applications. In particular, soft magnetic materials offer precise, fast, and wireless actuation together with versatile functionality, while liquid crystal elastomers (LCEs) are capable of large reversible and programmable shape‐morphing with high work densities in response to various environmental stimuli, e.g., temperature, light, and chemical solutions. Integrating the orthogonal stimuli‐responsiveness of these two kinds of active materials could potentially enable new functionalities and future applications. Here, magnetic microparticles (MMPs) are embedded into an LCE film to take the respective advantages of both materials without compromising their independent stimuli‐responsiveness. This composite material enables reconfigurable magnetic soft miniature machines that can self‐adapt to a changing environment. In particular, a miniature soft robot that can autonomously alter its locomotion mode when it moves from air to hot liquid, a vine‐like filament that can sense and twine around a support, and a light‐switchable magnetic spring are demonstrated. The integration of LCEs and MMPs into monolithic structures introduces a new dimension in the design of soft machines and thus greatly enhances their use in applications in complex environments, especially for miniature soft robots, which are self‐adaptable to environmental changes while being remotely controllable. A liquid crystal elastomer material with embedded ferromagnetic microparticles takes advantage of both magnetic and thermal stimuli‐responsiveness. Such a monolithic soft material enables reconfigurable magnetic soft miniature machines that self‐adapt to changing environmental conditions. The hybrid material introduces a multi‐modal actuation and physical intelligence capability for wireless soft machines.