Proximity sensing detects an object's presence without contact. However, research has rarely explored proximity sensing in granular materials (GM) due to GM's lack of visual and complex properties. In this paper, we propose a granular-material-embedded autonomous proximity sensing system (GRAINS) based on three granular phenomena (fluidization, jamming, and failure wedge zone). GRAINS can automatically sense buried objects beneath GM in real-time manner (at least ~20 hertz) and perceive them 0.5 ~ 7 centimeters ahead in different granules without the use of vision or touch. We introduce a new spiral trajectory for the probe raking in GM, combining linear and circular motions, inspired by a common granular fluidization technique. Based on the observation of force-raising when granular jamming occurs in the failure wedge zone in front of the probe during its raking, we employ Gaussian process regression to constantly learn and predict the force patterns and detect the force anomaly resulting from granular jamming to identify the proximity sensing of buried objects. Finally, we apply GRAINS to a Bayesian-optimization-algorithm-guided exploration strategy to successfully localize underground objects and outline their distribution using proximity sensing without contact or digging. This work offers a simple yet reliable method with potential for safe operation in building habitation infrastructure on an alien planet without human intervention.