Inspired by insects in nature, an increasing number of soft robots have been proposed to mimic their locomotion patterns. As a wireless actuation method, the magnetic actuation technique has been widely applied to drive soft magnetic robots for diverse applications. Although recent works on soft materials have stimulated the development of soft robots, it is challenging to achieve the efficient movement of soft robots for in vivo biomedical application. Inspired by centipede locomotion, a soft octopodal robot is designed in this paper. The robot is fabricated by mixing magnetic particles with silicone polymers, which is then magnetized by a specific magnetic field. The prototypes can be actuated by an external magnetic field (5–8 mT) produced by custom-made electromagnetic coils. Experimental results show that the soft robot can move at a high speed in the range of 0.536–1.604 mm/s on different surfaces, including paper, wood, and PMMA. This indicates that the soft robot can achieve comparable speeds to other robots, while being driven by a lower magnitude, resulting in energy savings. Furthermore, it achieves a high speed of 0.823 mm/s on the surface of a pig colon. The fine capabilities of the soft robot in terms of crossing uneven biological surfaces and carrying external loads are demonstrated. The results indicate that the reported soft robot exhibits promising applications in the biomedical field.