A central goal in neuroscience is to understand how collective neural activities give rise to complex behaviors. The millimeter long roundworm C. elegans appears to be an ideal model system to study neural circuit and behavior owing to its anatomical simplicity and genetic tractability. My research centers on the neural basis of locomotion, one of the most basic behaviors. By combining tools in genetics and biophysics, I discover that forward locomotion in C. elegans is both driven and coordinated by a novel form of proprioceptive coupling within the motor circuit. Positive stretch-sensitive feedback compels each body region to bend in the same direction and shortly after the bending in the neighboring anterior region. Guided by this principle, I develop a simple computational model of worm locomotion and provide a biophysical explanation of why the speed and the shape of body undulation in C. elegans adapt to the mechanical load imposed by the environment.