Abstract Gallium-based liquid metals, when combined with magnetic agents, emerge as intelligent materials with potential applications in soft robotics within biomedical engineering. However, concerns arise from the residual presence of liquid metal, raising long-term biological risks. Herein, we propose a containment method involving the rolling of magnetic liquid metal droplets in lyophilized powders, resulting in the formation of intact hydrogel coatings upon hydration. These hydrogel coatings adhere to the liquid metal surface, forming a cohesive network through hydrogen bonding between carboxylic acid groups and siloxane linkages from silanol groups. This synergy of physical and chemical interactions enables hydrogel coatings with exceptional stretchability, fracture energy, and interfacial bonding to liquid metals. Consequently, the hydrogel-coated containment capsule of magnetic liquid metal exhibit remarkable resilience to cyclic compression, enduring strains of up to 85%, while also withstanding impacts from heights exceeding 14 m. Moreover, the containment capsules demonstrate large deformation capabilities, dexterous locomotion, and wireless heating under the control of static and alternating magnetic fields. They showcase the capability for remote thermal ablation operations on ex vivo porcine stomachs and in vivo rabbit models.