Abstract Stimuli‐responsive hydrogels hold significant promise for human‐machine communication and soft actuators. However, conventional hydrogels, lack inherent rigidity and render them incapable of withstanding the external stress concentration, leading to severe structural destruction. To address this limitation, a structurally integrated hydrogel (SIG) based on a coordination bonding‐assisted heterostructure design is developed, combining a soft PEDOT:PSS/polyacrylic acid hydrogel layer and a rigid TEMPO‐oxidized bacterial cellulose layer for controllable soft actuators. Notably, molecular dynamics simulation reveals that the abundant interface interlocking on cellulose scaffold effectively mitigates crack propagation and optimizes structural integrity. The resulting SIG thus exhibits exceptional mechanical performance, including desirable puncture resistance (4.42 N), superior tearing tolerance (289.24 kJ m −2 ), and remarkable deformation stability (40 000 cycles). Meanwhile, the heterostructure design contributes to the programmable and reversible auto‐deformation (≈120 s) and shape memory (flower and gripper). Furthermore, the integration of hydrogel with screen‐printed Ag interdigital electrodes enables the development of a smart gripper device capable of providing continuous haptic feedback, enhancing its functionality in interactive applications. It is envisioned that this work would open up new avenues for the development of the impact and vibration resistance material and offers a novel perspective on versatile soft machines.