Recent studies have demonstrated prominent and widespread movement-related signals in the brain of head-fixed mice, even in primary sensory areas. However, it is still unknown what role these signals play in sensory processing. Why are these sensory areas 'contaminated' by movement signals? During natural behavior, animals actively acquire sensory information as they move through the environment and use this information to guide ongoing actions. In this context, movement-related signals could allow sensory systems to predict self-induced sensory changes and extract additional information about the environment. In this review we summarize recent findings on the presence of movement-related signals in sensory areas and discuss how their study, in the context of natural freely moving behaviors, could advance models of sensory processing.