Laser feedback interferometry, based on the self-mixing (SM) effect in quantum cascade lasers (QCLs), is one of the simplest coherent techniques, for which the emission source can also play the role of a highly-sensitive detector. The combination of QCLs and SM is particularly attractive for sensing applications, notably in the THz band where it provides a high-speed high-sensitivity detection mechanism which inherently suppresses unwanted background radiation. The SM phenomenon in QCLs has been exploited for a wide range of applications, including the measurement of internal laser characteristics, two- and three-dimensional imaging, materials analysis and near-field imaging. This chapter provides an overview of the SM effect in QCLs, and reviews the state of the art in sensing using this technique.