Although sensory nerves in vitro are known to convey both orthodromic (sensory) and antidromic (putatively modulating) action potentials, in most cases very little is known about their bidirectional characteristics in intact animals. Here, we have investigated both the sensory coding properties and antidromic discharges that occur during real walking in the freely behaving crayfish. The activity of the sensory nerve innervating the proprioceptor CBCO, a chordotonal organ that monitors both angular movement and position of the coxo-basipodite (CB) joint, which is implicated in vertical leg movements, was recorded chronically along with the electromyographic activity of the muscles that control CB joint movements. Two wire electrodes placed on the sensory nerve were used to discriminate orthodromic from antidromic action potentials and, thus allowed for analysis of both sensory coding and antidromic discharges. A distinction is proposed between three main classes of sensory neuron, according to their firing in relation to levator muscle activity during free walking. In parallel, we describe two types of antidromic activity: one produced exclusively during motor activity and a second produced both during and in the absence of motor activity. A negative correlation was found between the activity of sensory neurons in each of the three classes and identified antidromic discharges during walking. Finally, a state-dependent plasticity of CBCO nerve activity has been found by which the distribution of sensory orthodromic and antidromic activity changes with the physiological state of the biomechanical apparatus.