Diverse organisms, from insects to humans, actively seek out sensory information that best informs goal-directed actions. Efficient active sensing requires congruity between sensor properties and motor strategies, as typically honed through evolution. However, it has been difficult to study whether active sensing strategies are also modified with experience. Here, we used a sensory brain–machine interface paradigm, permitting both free behavior and experimental manipulation of sensory feedback, to study learning of active sensing strategies. Rats performed a searching task in a water maze in which the only task-relevant sensory feedback was provided by intracortical microstimulation (ICMS) encoding egocentric bearing to the hidden goal location. The rats learned to use the artificial goal direction sense to find the platform with the same proficiency as natural vision. Manipulation of the acuity of the ICMS feedback revealed distinct search strategy adaptations. Using an optimization model, the different strategies were found to minimize the effort required to extract the most salient task-relevant information. The results demonstrate that animals can adjust motor strategies to match novel sensor properties for efficient goal-directed behavior.