We build upon and expand the efficient coding and predictive information models of neurons, presenting a novel perspective that neurons not only predict but also actively influence their future inputs through their outputs. We introduce the concept of neurons as feedback controllers of their environments, a role traditionally considered computationally demanding, particularly when the dynamical system characterizing the environment is unknown. By harnessing a novel data-driven control framework, we illustrate the feasibility of biological neurons functioning as effective feedback controllers. This innovative approach enables us to coherently explain various experimental findings that previously seemed unrelated. Our research has profound implications, potentially revolutionizing the modeling of neuronal circuits and paving the way for the creation of alternative, biologically inspired artificial neural networks.