A central function of sensory systems is the gathering of information about dynamic interactions with the environment during self-motion. To determine whether modulation of a sensory cue was externally caused or a result of self-motion is fundamental to perceptual invariance and requires the continuous update of sensory processing about recent movements. This process is highly context-dependent and crucial for perceptual performances such as decision-making and sensory object formation. Yet despite its fundamental ecological role, voluntary self-motion is rarely incorporated in perceptual or neurophysiological investigations of sensory processing in animals. Here, we present the Sensory Island Task (SIT), a new freely moving search paradigm to study sensory processing and perception. In SIT, animals explore an open-field arena to find a sensory target relying solely on changes in the presented stimulus, which is controlled by closed-loop position tracking in real-time. Within a few sessions, animals are trained via positive reinforcement to search for a particular area in the arena (“target island”), which triggers the presentation of the target stimulus. The location of the target island is randomized across trials, making the modulated stimulus feature the only informative cue for task completion. Animals report detection of the target stimulus by remaining within the island for a defined time (“sit-time”). Multiple “non-target” islands can be incorporated to test psychometric discrimination and identification performance. We exemplify the suitability of SIT for rodents (Mongolian gerbil, Meriones unguiculatus) and small primates (mouse lemur, Microcebus murinus) and for studying various sensory perceptual performances (auditory frequency discrimination, sound source localization, visual orientation discrimination). Furthermore, we show that pairing SIT with chronic electrophysiological recordings allows revealing neuronal signatures of sensory processing under ecologically relevant conditions during goal-oriented behavior. In conclusion, SIT represents a flexible and easily implementable behavioral paradigm for mammals that combines self-motion and natural exploratory behavior to study sensory sensitivity and decision-making and their underlying neuronal processing.