Untethered magnetic soft robots capable of performing adaptive locomotion and shape reconfiguration open up possibilities for various applications owing to their flexibility. However, magnetic soft robots are typically composed of soft materials with fixed modulus, making them unable to exert or withstand substantial forces, which limits the exploration of their new functionalities. Here, water-induced, shape-locking magnetic robots with magnetically controlled shape change and water-induced shape-locking are introduced. The water-induced phase separation enables these robots to undergo a modulus transition from 1.78 MPa in the dry state to 410 MPa after hydration. Moreover, the body material's inherent self-healing property enables the direct assembly of morphing structures and magnetic soft robots with complicated structures and magnetization profiles. These robots can be delivered through magnetic actuation and perform programmed tasks including supporting, blocking, and grasping by on-demand deformation and subsequent water-induced stiffening. Moreover, a water-stiffening magnetic stent is developed, and its precise delivery and water-induced shape-locking are demonstrated in a vascular phantom. The combination of untethered delivery, on-demand shape change, and water-induced stiffening properties makes the proposed magnetic robots promising for biomedical applications.