In animals, proper locomotion is crucial to find mates and foods and avoid predators or dangers. Multiple sensory systems detect external and internal cues and integrate them to modulate motor outputs. Proprioception is the internal sense of body position, and proprioceptive control of locomotion is essential to generate and maintain precise patterns of movement or gaits. This proprioceptive feedback system is conserved in many animal species and is mediated by stretch-sensitive receptors called proprioceptors. Recent studies have identified multiple proprioceptive neurons and proprioceptors and their roles in the locomotion of various model organisms. In this review we describe molecular and neuronal mechanisms underlying proprioceptive feedback systems in C. elegans, Drosophila, and mice.