Proprioception has been considered, within neuroscience, in the context of the control of movement. Here we discuss a possible second role for this 'sixth sense', pleasure in and of movement,homologous with the recently described affective touch. We speculate on its evolution and place in human society and suggest that pleasure in movement may depend not on feedback but also on harmony between intention and action. Examples come from expert movers, dancers and sportsmen, and from those without proprioception due to neurological impairment. Finally we suggest that affective proprioception may help bind our sense of agency with our embodied selves at an emotional level.