Recent advances in neuroscience and engineering have led to the development of technologies that permit the control of external devices through real-time decoding of brain activity (brain-machine interfaces; BMI). Though the feeling of controlling bodily movements (sense of agency; SOA) has been well studied and a number of well-defined sensorimotor and cognitive mechanisms have been put forth, very little is known about the SOA for BMI-actions. Using an on-line BMI, and verifying that our subjects achieved a reasonable level of control, we sought to describe the SOA for BMI-mediated actions. Our results demonstrate that discrepancies between decoded neural activity and its resultant real-time sensory feedback are associated with a decrease in the SOA, similar to SOA mechanisms proposed for bodily actions. However, if the feedback discrepancy serves to correct a poorly controlled BMI-action, then the SOA can be high and can increase with increasing discrepancy, demonstrating the dominance of visual feedback on the SOA. Taken together, our results suggest that bodily and BMI-actions rely on common mechanisms of sensorimotor integration for agency judgments, but that visual feedback dominates the SOA in the absence of overt bodily movements or proprioceptive feedback, however erroneous the visual feedback may be.