This paper presents a novel multisegment annular dielectric elastomer actuator (ADEA) which is an annular configuration with six DE segments distributed circumferentially. Each of the DE segments can be actuated independently, thus various active deformations can be achieved by actuating different combinations of DE segments. When opposite DEs are activated, the ADEA presents a unique ability of active deformation (switching between circles and ellipses) for its body controlled by applied voltage. The active deformations of the actuators with different prestretch ratios of the DE films are analyzed and tested. The fabricated actuator weighs 0.88 g with a diameter of 49.7 mm, and exhibits fast response (within 50 ms), good mechanical flexibility and resilience. By taking full advantages of the actuation characteristics of the ADEAs, three soft robots with different locomotion mechanisms (rolling, creeping, and peristalsis) are developed and experimentally tested. The locomotion mechanisms and control patterns of the three soft robots are described in detail. Experimental results show that the rolling soft robot can roll fast on the ground, and the creeping and peristalsis soft robots have good bionic locomotion performance which can be potential for applications in unstructured terrain and narrow space. It demonstrates that the ADEA can be a useful and promising actuator for soft robots.