The musculoskeletal and proprioceptive sensory systems exhibit intricate crosstalk between force generation, force sensation and force transmission, all of which are critical for coordinated animal locomotion. Recent developmental studies of the musculoskeletal and proprioceptive units of the invertebrate Drosophila embryo, have revealed several common molecular and structural principles mediating the formation of each of these systems. These common principles, as well as the differences between the developmental programs of the two systems, are discussed. Interestingly, a molecular pathway triggered by the Neuregulin/Vein ligand-dependent activation of the epidermal growth factor receptor (EGFR) pathway, which upregulates the early growth response (EGR)-like transcription factor Stripe, is utilized not only by the Drosophila muscle-tendon and proprioceptive organ-ectoderm attachment, but also by their vertebrate counterparts. An additional theme that has been observed during the development of the musculoskeletal system in both invertebrates and vertebrates is the functional importance of the extracellular matrix and its adhesion receptors. The contribution of mechanical forces to proper junction formation between muscles and tendons and between the sensory cap/ligament cells and their epidermal attachment cells is discussed. The structural and genetic similarities between the musculoskeletal and the proprioceptive systems offer new perspectives as to their common developmental nature.