The capacity of all cells to respond to stimuli implies the conduction of information at least over short distances. In multicellular organisms, more complex systems of integration and coordination of activities are necessary. In most animals, the processing of information is performed by a nervous system. Among the most basal taxa, sponges are nerveless so that it is traditionally assumed that the integrated neuro-sensory system originated only once in Eumetazoa, a hypothesis not in agreement with some recent phylogenomic studies. The aim of this review is to show that recent data on sponges might provide clues for understanding the origin of this complex system. First, sponges are able to react to external stimuli, and some of them display spontaneous movement activities. These coordinated behaviors involve nervous system-like mechanisms, such as action potentials and/or neurotransmitters. Second, genomic analyses show that sponges possess genes orthologous to those involved in the patterning or functioning of the neuro-sensory system in Eumetazoa. Finally, some of these genes are expressed in specific cells (flask cells, choanocytes). Together with ultrastructural data, this gives rise to challenging hypotheses concerning cell types that might play neuro-sensory-like roles in sponges.