Autonomous robots are comprised of actuation, energy, sensory, and control systems built from materials and structures that are not necessarily designed and integrated for multifunctionality. Yet, humans and other animals that robots strive to emulate contain highly sophisticated and interconnected systems at the cellular, tissue, and organ levels, which allow multiple functions to be performed simultaneously. Here, we examine how nature builds to establish a new paradigm for autonomous robots with Embodied Energy. Currently, most untethered robots use batteries to store energy and power their operation. To extend their operating time, additional battery blocks must be added in tandem with supporting structures, increasing their weight and reducing their efficiency. Recent advancements in energy storage techniques enable chemical or electrical energy sources to be embodied directly within the materials and mechanical systems used to create robots. This perspective highlights emerging examples of Embodied Energy, focusing on the design and fabrication of enduring autonomous robots.