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Abstract Soft earthworm‐like robots that exhibit mechanical compliance can, in principle, navigate through uneven terrains and constricted spaces that are inaccessible to traditional legged and wheeled robots. However, unlike the biological originals that they mimic, most of the worm‐like robots reported to date contain rigid components that limit their compliance, such as electromotors or pressure‐driven actuation systems. Here, a mechanically compliant worm‐like robot with a fully modular body that is based on soft polymers is reported. The robot is composed of strategically assembled, electrothermally activated polymer bilayer actuators, which are based on a semicrystalline polyurethane with an exceptionally large nonlinear thermal expansion coefficient. The segments are designed on the basis of a modified Timoshenko model, and finite element analysis simulation is used to describe their performance. Upon electrical activation of the segments with basic waveform patterns, the robot can move through repeatable peristaltic locomotion on exceptionally slippery or sticky surfaces and it can be oriented in any direction. The soft body enables the robot to wriggle through openings and tunnels that are much smaller than its cross‐section.