Body movement and proprioception are inextricably linked. Movement produces continuous high-dimensional ensembles of afferent information that provide an internal proprioceptive body representation and its relationship to the environment. Motor function is amenable to recording and interpretation and has been relatively well studied. However, we do not yet understand how physiological proprioceptive afferents contribute to internal body representations, neuromuscular control, and even a sense of agency and self. Proprioceptive and motor signals have often been seen as separate, and to be combined mainly to close feedback loops for neuromuscular control. In contrast, ‘active sensing,’ is an emergent concept for dynamically blending sensory and motor signals. We extend and formalize active sensing into an integrative approach—–born out of a neuromechanical perspective—that sees proprioceptive and motor signals as integral parts of the same functional and perceptual continuum we call the Sensory-Motor Gestalt. The Sensory-Motor Gestalt combines formalisms of physics, state estimation, biomechanics, differential geometry, and physiology to understand the emergence of the self in the context of proprioception and motor actions in the physical world. Proprioception, by defining body state, defines feasible (continuous or discrete) motor actions compatible with that state and the environment. Conversely, motor actions produce subsequent, often predictable, body states. This syntactical relationship leads to an epistemological continuum that spans body state, feasible behavior, agency, identity, and sense of self in organisms and robots.