Liquid crystal elastomer (LCE) actuators are stimuli-responsive anisotropic polymer networks with aligned mesogens and moderate crosslinking. Renowned for their reversible actuation capability, diverse stimuli-responsiveness, rapid response, high programmability and robust mechanical properties, LCE actuators hold significant promise in applications such as soft robotics, artificial muscles and micro-intelligent devices. Recently, based on the reversible actuation of LCEs, self-sustained LCE actuators have emerged through the integration of built-in negative feedback loop control within the actuating system. These actuators emulate biological soft systems, executing rhythmic, continuous, and self-sustaining motions by autonomously harvesting energy from constant stimuli or natural environments and converting it into perpetual mechanical motion through their physical intelligence. This review offers a comprehensive analysis of the stimuli-responsiveness, construction principles, negative feedback control mechanisms, motion dynamics and potential application fields of two key categories: LCE self-oscillators and LCE self-sustained locomotors. We also provide an outlook on the future prospect of self-sustained LCE actuaors.