Modern robots face challenges shared by humans, where machines must learn multiple sensorimotor skills and express them adaptively. Equipping robots with a human-like memory of how it feels to do multiple stereotypical movements can make robots more aware of normal operational states and help develop self-preserving safer robots. Associative Skill Memories (ASMs) aim to address this by linking movement primitives to sensory feedback, but existing implementations rely on hard-coded libraries of individual skills. A key unresolved problem is how a single neural network can learn a repertoire of skills while enabling fault detection and context-aware execution. Here we introduce Neural Associative Skill Memories (ASMs), a framework that utilises self-supervised predictive coding for temporal prediction to unify skill learning and expression, using biologically plausible learning rules. Unlike traditional ASMs which require explicit skill selection, Neural ASMs implicitly recognize and express skills through contextual inference, enabling fault detection across learned behaviours without an explicit skill selection mechanism. Compared to recurrent neural networks trained via backpropagation through time, our model achieves comparable qualitative performance in skill memory expression while using local learning rules and predicts a biologically relevant speed-accuracy trade-off during skill memory expression. This work advances the field of neurorobotics by demonstrating how predictive coding principles can model adaptive robot control and human motor preparation. By unifying fault detection, reactive control, skill memorisation and expression into a single energy-based architecture, Neural ASMs contribute to safer robotics and provide a computational lens to study biological sensorimotor learning.