Magnetic soft microrobots have a wide range of applications in targeted drug therapy, cell manipulation, and other aspects. Currently, the research on magnetic soft microrobots is still in the exploratory stage, and most of the research focuses on a single helical structure, which has limited space to perform drug-carrying tasks efficiently and cannot satisfy specific medical goals in terms of propulsion speed. Therefore, balancing the motion speed and drug-carrying performance is a current challenge to overcome. In this paper, a magnetically controlled cone-helix soft microrobot structure with a drug-carrying function is proposed, its helical propulsion mechanism is deduced, a dynamical model is constructed, and the microrobot structure is prepared using femtosecond laser two-photon polymerization three-dimensional printing technology for magnetic drive control experiments. The results show that under the premise of ensuring sufficient drug-carrying space, the microrobot structure proposed in this paper can realize helical propulsion quickly and stably, and the speed of motion increases with increases in the frequency of the rotating magnetic field. The microrobot with a larger cavity diameter and a larger helical pitch exhibits faster rotary advancement speed, while the microrobot with a smaller helical height and a smaller helical cone angle outperforms other structures with the same feature sizes. The microrobot with a cone angle of 0.2 rad, a helical pitch of 100 µm, a helical height of 220 µm, and a cavity diameter of 80 µm achieves a maximum longitudinal motion speed of 390 µm/s.