Insect antennae are actively moveable, multimodal sensory organs: they are sensorimotor systems. As such they are key to a wide range of different behaviours, ranging from spatial orientation, search and exploration to communication. The role of active movement in antennal sensory function has received increasing attention over the past decades. For example, modern tracking techniques revealed different antennal sampling strategies and action ranges, along with their dependence on behavioural context or sensory environment. At the same time, research on species with different antennal morphology now allow comparisons across insect orders, highlighting the significance of structural and motor constraints on antennal function. Finally, studies on sensory acquisition and processing have contributed a wealth of knowledge on distinct submodalities of mechano- and chemoreception. This includes the mechanosensation of posture, movement, gravity, contact location and surface texture, as well as chemosensation of smell and taste. Here, we review our current understanding of insect antennae as sensorimotor systems. In particular, we discuss how their behavioural function (A) depends on active movement, (B) how it is shaped by structural and motor constraints, and (C) how this relates to mechano- and chemoreception. Based on an overview of antennal function and structure we propose a major functional distinction into contact antennae as opposed to non-contact antennae. Focussing on contact antennae, we then address questions about (i) distinct antennal exploration and sampling patterns, (ii) whether and how they change with behavioural context, and (iii) whether and how they differ between sensory modality.