Jumping is an important locomotion function to extend navigation range, overcome obstacles, and adapt to unstructured environments. In that sense, continuous jumping and direction adjustability can be essential properties for terrestrial robots with multimodal locomotion. However, only few soft jumping robots can achieve rapid continuous jumping and controlled turning locomotion for obstacle crossing. Here, we present an electrohydrostatically driven tethered legless soft jumping robot capable of rapid, continuous, and steered jumping based on a soft electrohydrostatic bending actuator. This 1.1 g and 6.5 cm tethered soft jumping robot is able to achieve a jumping height of 7.68 body heights and a continuous forward jumping speed of 6.01 body lengths per second. Combining two actuator units, it can achieve rapid turning with a speed of 138.4° per second. The robots are also demonstrated to be capable of skipping across a multitude of obstacles. This work provides a foundation for the application of electrohydrostatic actuation in soft robots for agile and fast multimodal locomotion.