In recent years, robotic vehicles have been deployed for planetary exploration purposes, surveying extraterrestrial terrains in search for possible signs of life and also to learn more about these unfamiliar worlds. While deploying robotic technologies for such space missions represents a significant milestone for humanity, these untethered robots may have limited dexterity and robustness due to them having rigid bodies. Therefore, there is potential to send untethered soft robots that are far more dexterous, robust, and functional than their rigid counterparts for planetary explorations in the future. Herein, some of the key advantages of deploying untethered soft robots for future planetary explorations are discussed. Also, some brief insights into how the environmental conditions on extraterrestrial terrains may affect the actuation, fabrication, and locomotion of soft robots are provided. While the emerging soft robotics technology is still relatively young, it is envisioned that these untethered soft machines have great potential to help create a paradigm shift for future planetary exploration.