Thermo-responsive polymer materials are appealing in emerging fields including soft robotics, artificial muscles, and actuators. However, realising a single smart polymer material that can achieve immense strain, fast actuation, and high loading remains a challenge. We attempted to address these limitations by fabricating a thermo-responsive copolymer network structure of poly(urethane–caprolactone–siloxane). The relative concentrations of these precursors were adjusted to realise a high mechanical strength of ≥17 MPa, 100% shape fixation, and a quick shape recovery time of ≤15 s. Experimental results revealed that the soft segments largely determines the extensibility and crystallinity of the copolymer material. The thermal gradient of the soft part enables the copolymer to self-heal during shape recovery. The copolymer network was applied to a load lifting device as an artificial muscle and was able to lift 200 times its weight with a short response time of <5 s and maximum power density that was half that of mammalian skeletal muscles. With its fast actuation, high loading, and self-healing abilities, the developed thermo-activated smart copolymer material is potentially applicable to a wide range of fields such as soft robotics, biomimetic devices, and prosthetics.