Autonomous robots comprise actuation, energy, sensory and control systems built from materials and structures that are not necessarily designed and integrated for multifunctionality. Yet, animals and other organisms that robots strive to emulate contain highly sophisticated and interconnected systems at all organizational levels, which allow multiple functions to be performed simultaneously. Herein, we examine how system integration and multifunctionality in nature inspires a new paradigm for autonomous robots that we call Embodied Energy. Whereas most untethered robots use batteries to store energy and power their operation, recent advancements in energy-storage techniques enable chemical or electrical energy sources to be embodied directly within the structures and materials used to create robots, rather than requiring separate battery packs. This perspective highlights emerging examples of Embodied Energy in the context of developing autonomous robots.