Soft robots, with their agile locomotion and responsiveness to environment, have attracted great interest in recent years. Liquid crystal elastomers (LCEs), known for their reversible and anisotropic deformation, are promising candidates as embedded intelligent actuators in soft robots. So far, most studies on LCEs have focused on achieving complex deformation in thin films over centimeter‐scale areas with relatively small specific energy densities. Herein, using an extrusion process, meter‐long LCE composite filaments that are responsive to both infrared light and electrical fields are fabricated. In the composite filaments, a small quantity of cellulose nanocrystals (CNCs) is incorporated to facilitate the alignment of liquid crystal molecules along the long axis of the filament. Up to 2 wt% carbon nanotubes (CNTs) is introduced into a LCE matrix without aggregation, which in turn greatly improves the mechanical property of filaments and their actuation speed, where the Young's modulus along the long axis reaches 40 MPa, the electrothermal response time is within 10 s. The maximum work capacity is 38 J kg⁻¹ with 2 wt% CNT loading. Finally, shape transformation and locomotion in several soft robotics systems achieved by the dual‐responsive LCE/CNT composite filament actuators are demonstrated.