Undulatory swimming represents an ideal behavior to investigate locomotion control and the role of the underlying central and peripheral components in the spinal cord. Many vertebrate swimmers have central pattern generators and local pressure-sensitive receptors that provide information about the surrounding fluid. However, it remains difficult to study experimentally how these sensors influence motor commands in these animals. Here, using a specifically designed robot that captures the essential components of the animal neuromechanical system and using simulations, we tested the hypothesis that sensed hydrodynamic pressure forces can entrain body actuation through local feedback loops. We found evidence that this peripheral mechanism leads to self-organized undulatory swimming by providing intersegmental coordination and body oscillations. Swimming can be redundantly induced by central mechanisms, and we show that, therefore, a combination of both central and peripheral mechanisms offers a higher robustness against neural disruptions than any of them alone, which potentially explains how some vertebrates retain locomotor capabilities after spinal cord lesions. These results broaden our understanding of animal locomotion and expand our knowledge for the design of robust and modular robots that physically interact with the environment.