Magnetic liquid metal soft robots hold promise for minimally invasive interventions in complex in vivo environments, yet their fabrication challenges simultaneously achieve structural customization, spatial magnetic programming, and rapid conductive network construction. Here, we present a magnetic-field-assisted 3D printing strategy to fabricate soft robots with programmable magnetic domains and magnetothermal therapeutic capabilities. Using acid-assisted de-oxidation and Ag-coated NdFeB particles to enhance wetting, we prepare magnetic liquid metals that exhibit magnetic-field-induced coalescence and achieve an order-of-magnitude increase in electrical conductivity. Furthermore, a geometry-dependent model based on eddy current losses reveals that printed paths significantly improve heating efficiency under alternating magnetic fields. Leveraging a locally oriented magnetic field during printing, we encode spatially resolved hard-magnetic domains, yielding predictable 3D deformation and multiple gaits including grasping, crawling, and rolling. Finally, we demonstrate localized magnetothermal heating on ex vivo porcine colon tissues, validated by thermal measurements and finite element simulations. This study offers a manufacturable, programmable, and scalable liquid metal additive manufacturing platform for personalized magnetically driven magnetothermal therapy in complex biological environments.