Animal movement is immensely varied, from the simplest reflexive responses to the most complex, dexterous voluntary tasks. Here, we focus on the control of movement in mammals, including humans. First, the sensory inputs most closely implicated in controlling movement are reviewed, with a focus on somatosensory receptors. The response properties of the large muscle receptors are examined in detail. The role of sensory input in the control of movement is then discussed, with an emphasis on the control of locomotion. The interaction between central pattern generators and sensory input, in particular in relation to stretch reflexes, timing, and pattern forming neuronal networks is examined. It is proposed that neural signals related to bodily velocity form the basic descending command that controls locomotion through specific and well-characterized relationships between muscle activation, step cycle phase durations, and biomechanical outcomes. Sensory input is crucial in modulating both the timing and pattern forming parts of this mechanism.