In every motor task, our brain must handle external forces acting on the body. For example, riding a bike on cobblestones or skating on irregular surface requires us to appropriately respond to external perturbations. In these situations, motor predictions cannot help anticipate the motion of the body induced by external factors, and direct use of delayed sensory feedback will tend to generate instability. Here, we show that to solve this problem the motor system uses a rapid sensory prediction to correct the estimated state of the limb. We used a postural task with mechanical perturbations to address whether sensory predictions were engaged in upper-limb corrective movements. Subjects altered their initial motor response in ∼60 ms, depending on the expected perturbation profile, suggesting the use of an internal model, or prior, in this corrective process. Further, we found trial-to-trial changes in corrective responses indicating a rapid update of these perturbation priors. We used a computational model based on Kalman filtering to show that the response modulation was compatible with a rapid correction of the estimated state engaged in the feedback response. Such a process may allow us to handle external disturbances encountered in virtually every physical activity, which is likely an important feature of skilled motor behaviour.