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The most important feature of a Self-Reconfigurable Robot (SRR) is that it is reconfigurable and self-repairing. At the centre of these capabilities is autonomous docking. One difficulty for docking is the alignment between two robots. Current strategies overcome this by integrating a mechanical guiding device within the connecting mechanism. This increases the robustness of docking but compromises the flexibility of reconfiguration. In this paper, we present a new autonomous docking strategy that can overcome the drawbacks of current approaches. The new strategy uses a novel hook-type connecting mechanism and multi-sensory guidance. The hook-type connecting mechanism is strong and rigid for reliable physical connection between the modules. The multi-sensory docking strategy, which includes visual-sensor-guided rough positioning, Hall-sensor-guided fine positioning, and the locking between moving and target modules, guarantees robust docking without sacrificing reconfigurability. The proposed strategy is verified by docking between a worm-shaped robot and one target module, and docking among three moving robots to form a T-shaped configuration. The experimental results showed that the strategy is very effective.