Building upon the efficient coding and predictive information theories, we present a novel perspective that neurons not only predict but may also actively influence their future inputs through their outputs. We model 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 an advanced 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 multiple potential implications, from the modeling of neuronal circuits to enabling biologically inspired artificial intelligence systems.