The subthalamic nucleus (STN) is classically subdivided into sensori-motor, associative and limbic regions, which is consistent with the involvement of this structure in not only motor control, but also in cognitive and emotional tasks. However, the function of the sensory inputs to the STN’s sensori-motor territory is comparatively less well explored, although sensory responses have been reported in this structure. There is still a paucity of information regarding the characteristics of that subdivision and its potential functional role in the basal ganglia processing and more widely in associated networks. In this perspective paper, we summarize the type of sensory stimuli that have been reported to activate the STN, and describe the complex sensory properties of the STN and its anatomical link to a sensory network involving the brainstem, characterized in our recent work. Analyzing the sensory input to the STN led us to suggest the existence of previously unreported three-lateral subcortical loops between the basal ganglia and the brainstem which do not involve the cortex. Anatomically, these loops closely link the STN, the substantia nigra pars reticulata and various structures from the brainstem such as the superior colliculus and the parabrachial nucleus. We also discuss the potential role of the STN in the control of sensory activity in the brainstem and its possible contribution to favoring sensory habituation or sensitization over brainstem structures to optimize the best selection of action at a given time.