Light-guided swimming robots with ultra-high moving speed, multi-band electromagnetic absorption and strong anti-interference capabilities can achieve excellent danger avoidance and rapid escape ability, electromagnetic stealth and covert information transmission. Despite their strong survivability, there are presently no reports of such robots. The challenge lies in regulating the material structure to make it has high photothermal conversion efficiency to generate superspeed driving forces, and the ability to selective absorption, amplification, and shielding of radio waves, microwaves, terahertz wave. To address this, we developed a novel composite with a multilevel bicontinuous three-dimensional network for swimming robots. This swimming robot has ultra-high photothermal conversion efficiency and superspeed moving performance under laser irradiation, achieving a maximum velocity of 19.2 mm.(-1). Additionally, it can achieve multi-functional sports such as weight bearing, pushing objects and obstacle avoidance. In terms of electromagnetic stealth, it has the minimum reflection loss of -51.0 dB and the effective absorption bandwidth of 7.4 GHz in the microwave band. It also has the maximum RL of 77.1 dB in the terahertz band. Moreover, this swimming robot realizes metamaterial characteristics in the radio band, engendering superb anti-interference capabilities. This multi-functional swimming robot pioneers design concepts for next-generation intelligent and dexterous light-guided soft robots.