Utilization of ubiquitous low-grade waste heat constitutes a possible avenue towards soft matter actuation and energy recovery opportunities. While most soft materials are not all that smart relying on power input of some kind for continuous response, we conceptualize a self-locked thermo-mechano feedback for autonomous motility and energy generation functions. Here, the low-grade heat usually dismissed as 'not useful' is used to fuel a soft thermo-mechano-electrical system to perform perpetual and untethered multimodal locomotions. The innately resilient locomotion synchronizes self-governed and auto-sustained temperature fluctuations and mechanical mobility without external stimulus change, enabling simultaneous harvesting of thermo-mechanical energy at the pyro/piezoelectric mechanistic intersection. The untethered soft material showcases deterministic motions (translational oscillation, directional rolling, and clockwise/anticlockwise rotation), rapid transitions and dynamic responses without needing power input, on the contrary extracting power from ambient. This work may open opportunities for thermo-mechano-electrical transduction, multigait soft energy robotics and waste heat harvesting technologies.