This paper presents the study of an original closed-loop conditioning approach for fully-integrated convective inertial sensors. The method is applied to an accelerometer manufactured on a standard CMOS technology using an auto-aligned bulk etching step. Using the thermal properties of the sensor, a first order sigma-delta modulator is built. This “electro-physical” modulator realizes an analog-to-digital conversion of the acceleration signal. Besides, the feedback mode of operation improves the sensor overall performance.