This study investigates how active exploration helps users of sensory substitution devices (SSDs) to detect action-relevant information. A vibrotactile SSD was developed that generates stimulation that is contingent on the users' movements. Target direction was specified by the location of the vibratory stimulation, and target distance by the size and intensity of the pattern of stimulation. A series of experiments was performed with blindfolded participants. In Experiments 1a to 1c, participants used the SSD to align their central body axis with prespecified targets. These experiments differed in the number of actuators that were used and whether online perception-action coupling was present. In Experiment 2, participants approached targets with forward locomotion along a straight line. Experiment 3 combined the previous experiments and studied the concomitant walking and steering toward targets. Oscillatory movements, which facilitated information pickup, were observed in all experiments. The exploratory oscillations were shown to depend on the online perception-action coupling and were related to cases of hyperacuity, for which absolute errors were found to be smaller than the areas of sensitivity of the actuators. It is concluded that, to improve the utility of SSDs, future research with SSDs should pay more attention to the role of active information detection.