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Immune responses rely on the rapid and coordinated migration of leukocytes. Whereas it is well established that single-cell migration is often guided by gradients of chemokines and other chemoattractants, it remains poorly understood how these gradients are generated, maintained, and modulated. By combining experimental data with theory on leukocyte chemotaxis guided by the G protein-coupled receptor (GPCR) CCR7, we demonstrate that in addition to its role as the sensory receptor that steers migration, CCR7 also acts as a generator and a modulator of chemotactic gradients. Upon exposure to the CCR7 ligand CCL19, dendritic cells (DCs) effectively internalize the receptor and ligand as part of the canonical GPCR desensitization response. We show that CCR7 internalization also acts as an effective sink for the chemoattractant, dynamically shaping the spatiotemporal distribution of the chemokine. This mechanism drives complex collective migration patterns, enabling DCs to create or sharpen chemotactic gradients. We further show that these self-generated gradients can sustain the long-range guidance of DCs, adapt collective migration patterns to the size and geometry of the environment, and provide a guidance cue for other comigrating cells. Such a dual role of CCR7 as a GPCR that both senses and consumes its ligand can thus provide a novel mode of cellular self-organization.