Micro/nanorobots (MNRs) capable of performing tasks at the micro- and nanoscale hold great promise for applications in cutting-edge fields such as biomedical engineering, environmental engineering, and microfabrication. To cope with the intricate and dynamic environments encountered in practical applications, the development of high performance MNRs is crucial. They have evolved from single-material, single-function, and simple structure to multi-material, multi-function, and complex structure. However, the design and manufacturing of high performance MNRs with complex multi-material three-dimensional structures at the micro- and nanoscale pose significant challenges that cannot be addressed by conventional serial design strategies and single-process manufacturing methods. The material-interface-structure-function/performance coupled design methods and the additive/formative/subtractive composite manufacturing methods offer the opportunity to design and manufacture MNRs with multi-materials and complex structures under multi-factor coupling, thus paving the way for the development of high performance MNRs. In this paper, we take the three core capabilities of MNRs—mobility, controllability, and load capability—as the focal point, emphasizing the coupled design methods oriented towards their function/performance and the composite manufacturing methods for their functional structures. The limitations of current investigation are also discussed, and our envisioned future directions for design and manufacture of MNRs are shared. We hope that this review will provide a framework template for the design and manufacture of high performance MNRs, serving as a roadmap for researchers interested in this area.