Feedback control of microactuators holds potential to significantly improve their performance and reliability. A critical step to realize the feedback control of microactuators is feedback sensing. In this paper, we report the feasibility of using a Z-shaped thermal actuator (ZTA) as a simultaneous force or displacement sensor. An in situ scanning electron microscope nanomanipulation process is used to characterize the piezoresistive response of ZTAs, which shows that ZTAs can be used as piezoresistive sensors. The experimental results agree very well with multiphysics (electric-thermal-structural-piezoresistive) simulations. A new feedback scheme is further explored, where the ZTA is treated as a two-input (applied current and external force) and two-output (displacement and electric resistance) system. Based on the calibrated relationships between the inputs and the outputs, a feedback system is developed, which can simultaneously sense the external force and generate updated current to actuate the ZTA to the desired position. We demonstrate preliminary results of this feedback control by holding the ZTA at a constant position under various external forces. The device and method presented in this paper are valuable for a range of microelectromechanical systems applications, including on-chip nanoscale mechanical testing and nanopositioning.