To make adaptive decisions, organisms must appropriately filter sensory inputs, augmenting relevant signals and suppressing noise. The prefrontal cortex (PFC) partly implements this process by regulating thalamic activity through modality-specific thalamic reticular nucleus (TRN) subnetworks. However, because the PFC does not directly project to sensory TRN subnetworks, the circuitry underlying this process had been unknown. Here, using anatomical tracing, functional manipulations, and optical identification of PFC projection neurons, we find that the PFC regulates sensory thalamic activity through a basal ganglia (BG) pathway. Engagement of this PFC-BG-thalamus pathway enables selection between vision and audition by primarily suppressing the distracting modality. This pathway also enhances sensory discrimination and is used for goal-directed background noise suppression. Overall, our results identify a new pathway for attentional filtering and reveal its multiple roles in sensory processing on the basis of internal goals.