MEMS based microcantilevers have been employed as sensors in both liquid and ambient conditions. One scheme for detection is based upon monitoring the change in microcantilever resonant frequency as a function of the adsorbed analyte concentration. However, the sensitivity is limited by the accuracy of the frequency measurements, which is a function of the Q-factor of the vibrating element and the measurement bandwidth. In this paper, we present a feedback scheme for self-locking amplification of the small-amplitude thermal oscillations of the microcantilever. Using this approach, we demonstrate an improvement in the Q-factor by two to three orders of magnitude as compared to that of the undriven microcantilever. Use of this technique eliminates the need for lock-in detection and results in improved response times for sensor applications. Experiments using the proposed feedback amplification technique show improved sensitivity for the detection of biological molecules in liquids, and for adsorbed vapors under ambient conditions.