Recent breakthroughs in artificial intelligence (AI), wireless communications, and sensing technologies have accelerated the evolution of edge intelligence. However, conventional systems still grapple with issues such as low communication efficiency, redundant data acquisition, and poor model generalization. To overcome these challenges, we propose an innovative framework that enhances edge intelligence through AI-in-the-loop joint sensing and communication (JSAC). This framework features an AI-driven closed-loop control architecture that jointly optimizes system resources, thereby delivering superior system-level performance. A key contribution of our work is establishing an explicit relationship between validation loss and the system's tunable parameters. This insight enables dynamic reduction of the generalization error through AI-driven closed-loop control. Specifically, for sensing control, we introduce an adaptive data collection strategy based on gradient importance sampling, allowing edge devices to autonomously decide when to terminate data acquisition and how to allocate sample weights based on real-time model feedback. For communication control, drawing inspiration from stochastic gradient Langevin dynamics (SGLD), our joint optimization of transmission power and batch size converts channel and data noise into gradient perturbations that help mitigate overfitting. Experimental evaluations demonstrate that our framework reduces communication energy consumption by up to 77 percent and sensing costs measured by the number of collected samples by up to 52 percent while significantly improving model generalization -- with up to 58 percent reductions of the final validation loss. It validates that the proposed scheme can harvest the mutual benefit of AI and JSAC systems by incorporating the model itself into the control loop of the system.