Soft robots allow for interesting morphological and behavioral designs because they exhibit more degrees of freedom than robots composed of rigid parts. In particular, voxel-based soft robots (VSRs)—aggregations of elastic cubic building blocks—have attracted the interest of Robotics and Artificial Life researchers. VSRs can be controlled by changing the volume of individual blocks: simple, yet effective controllers that do not exploit the feedback of the environment, have been automatically designed by means of Evolutionary Algorithms (EAs). In this work we explore the possibility of evolving sensing controllers in the form of artificial neural networks: we hence allow the robot to sense the environment in which it moves. Although the search space for a sensing controller is larger than its non-sensing counterpart, we show that effective sensing controllers can be evolved which realize interesting locomotion behaviors. We also experimentally investigate the impact of the VSR morphology on the effectiveness of the search and verify that the sensing controllers are indeed able to exploit their sensing ability for better solving the locomotion task.