A state‐of‐the‐art review of the modular soft robots (MSRs) is presented, with an outlook on the challenges and future directions of intelligent MSRs. In contrast to conventional robots composed of rigid materials, soft robots made from soft materials offer remarkable advantages in achieving various adaptive locomotion, manipulating delicate objects, providing safe human–robot interaction and adapting to confined environments due to their excellent compliance and adaptability, which have the potential to be widely used in numerous applications such as medical, exploration and rescue devices, etc. Unlike fixed‐morphology soft robots, modularization of soft robots is a low‐cost and rapid strategy that enables them to adapt to changing tasks and environments by rearranging the connectivity of module units and attain complex functionalities such as self‐assembly, self‐repair, or self‐replication. Although MSRs exhibit many advantages, they are still in the nascent stage with plenty of challenges. Herein, first the materials, fabrication, actuation, sensor, and control of various modular units in MSRs are introduced. Then, some main connection methods between modular units are summarized. Finally, the applications, challenges, and developing directions of intelligent MSRs are discussed.