Magnetic soft microrobots have great potential to access narrow spaces and conduct multiple tasks in the biomedical field. Until now, drug delivery, microsurgery, disease diagnosis, and dredging the blocked blood vessel have been realized by magnetic soft microrobots in vivo or in vitro. However, as the tasks become more and more complex, more functional units have been embedded in the body of the developed magnetic microrobots. These magnetic soft microrobots with complex designed geometries, mechanisms, and magnetic orientation are now greatly challenging the fabrication of the magnetic microrobots. In this paper, we propose a new method combining photopolymerization and assembly for the fabrication of magnetic soft microrobots. Utilizing the micro-hand assembly system, magnetic modules with different shapes and materials are firstly arrayed with precise position and orientation control. Then, the developed photopolymerization system is employed to fix and link these modules with soft materials. Based on the proposed fabrication method, 3 kinds of soft magnetic microrobots were fabricated, and the fundamental locomotion was presented. We believe that the presented fabrication strategy could help accelerate the clinical application of magnetic microrobots.