Animals must sense their surroundings to update their internal representations of the external environment, and exploratory behaviours such as sensory sampling are influenced by past experiences. This thesis investigates how voluntary sensory sampling activities undergo learning-dependent changes. Studies of freely behaving animals impose two major challenges: 1) the accuracy of biological measurements is compromised by movement-induced artifacts, and 2) large degrees of freedom in unrestrained behaviours confound well-controlled studies. Pulse-type weakly electric fish (WEF) are an ideal choice to study adaptive sensory sampling from unrestrained animals, since they generate readily observable and quantifiable sensory capture events expressed by discrete pulses of electric organ discharges (EODs). To study the voluntarily movements and sensory sampling while animals navigated in darkness, we developed three novel experimental techniques to track movements and detect sensory sampling from a freely behaving WEF: 1) an EOD detector to remotely and accurately measure the sensory sampling rate, 2) an electrical tracking method to track multiple WEF using their own EODs, and 3) visual tracking algorithm for robust body tracking through water under infrared illumination. These techniques were successfully applied to reveal novel sensory sampling behaviours in freely exploring Gymnotus sp. Cortical activity precedes self-initiated movements by several seconds in mammals; this observation has led into inquiries on the nature of volition. Here we demonstrate the sensory sampling enhancement also precedes self-initiated movement by a few seconds in Gymnotus sp. Next, we tested whether these animals can be trained to learn a location of food using electrically detectable landmarks and, if so, whether they can use their past experiences to optimize their sensory sampling. We found that animals revisited the missing food location with high spatial accuracy, and they intensified their sensory sampling near the expected food location by increasing the number of EOD pulses per unit distance travelled.