Similar to biological muscles in nature, artificial muscles have unique advantages for driving bionic robots. However, there is still a large gap between the performance of existing artificial muscles and biological muscles. Twisted polymer actuators (TPAs) convert rotary motion from torsional to linear motion. TPAs are known for their high energy efficiency and large linear strain and stress outputs. A simple, lightweight, low-cost, self-sensing robot powered using a TPA and cooled using a thermoelectric cooler (TEC) was proposed in this study. Because TPA burns easily at high temperatures, traditional soft robots driven by TPAs have low movement frequencies. In this study, a temperature sensor and TEC were combined to develop a closed-loop temperature control system to ensure that the internal temperature of the robot was 5 °C to cool the TPAs quickly. The robot could move at a frequency of 1 Hz. Moreover, a self-sensing soft robot was proposed based on the TPA contraction length and resistance. When the motion frequency was 0.01 Hz, the TPA had good self-sensing ability and the root-mean-square error of the angle of the soft robot was less than 3.89% of the measurement amplitude. This study not only proposed a new cooling method for improving the motion frequency of soft robots but also verified the autokinetic performance of the TPAs.