Intelligent micromachines, with dimensions ranging from a few millimeters down to hundreds of nanometers, are miniature systems capable of performing specific tasks autonomously at small scales. Enhancing the intelligence of micromachines to tackle the uncertainty and variability in complex microenvironments has applications in minimally invasive medicine, bioengineering, water cleaning, analytical chemistry, and more. Over the past decade, significant progress has been made in the construction of intelligent micromachines, evolving from simple micromachines to soft, compound, reconfigurable, encodable, multifunctional, and integrated micromachines, as well as from individual to multiagent, multiscale, hierarchical, self-organizing, and swarm micromachines. The field leverages two important trends in robotics research—the miniaturization and intelligentization of machines—but a compelling combination of these two features has yet to be realized. The core technologies required to make such tiny machines intelligent include information media, transduction, processing, exchange, and energy supply, but embedding all of these functions into a system at the micro- or nanoscale is challenging. This article offers a comprehensive introduction to the state-of-the-art technologies used to create intelligence for micromachines and provides insight into the construction of next-generation intelligent micromachines that can adapt to diverse scenarios for use in emerging fields. Expected final online publication date for the Annual Review of Control, Robotics, and Autonomous Systems, Volume 5 is May 2022. Please see http://www.annualreviews.org/page/journal/pubdates for revised estimates.