Learning robot policies directly on physical systems remains difficult because data collection is costly and policy exploration can be unsafe. We introduce Visual and Motor Policies from Sampling-Based Planning (VAMPS), a framework that uses Model Predictive Path Integral (MPPI) control to train reusable policies without human demonstrations. VAMPS supports two training modes. For one-step proprioceptive policies, it operates iteratively in simulation: the policy warm-starts MPPI, and the refined trajectories provide new supervision as the policy changes. A learned terminal value improves short-horizon planning, while an Implicit Q-Learning (IQL) critic guides the policy update. Iterative refinement outperforms training once on frozen MPPI data, and we transfer the learned locomotion policy to a Unitree Go2. For visuomotor policies, VAMPS operates directly from real-robot data. MPPI uses task-specific state estimates to plan and execute trajectories while recording RGB and sensor observations on a Flexiv Rizon 10S. Action Chunking with Transformers predicts action chunks, reducing the effective prediction horizon, and is trained offline on this fixed dataset. We demonstrate visuomotor pick-and-place and force-aware whiteboard erasing. In the latter task, the policy additionally observes the measured $6$-D wrench and desired normal force. These results show that VAMPS can learn policies either in simulation followed by hardware transfer or directly from autonomously collected real-robot data.

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