How to make common ground between Arduino and the PSU

Hi, this is a very basic/stupid question, please excuse my ignorance. My naming convention probably doesn't make any sense (like common ground in this case), but I had to explain it somehow.

I have a 36V DC power supply to drive 3 stepper motor drivers and 3 sensors and an Arduion Uno which sends digital signals (direction/step) to these drivers and (should) receive digital input from the sensors.

The motors are working properly, but I'm not sure how should I wire in the sensors to the Arduino which uses different power supply (basically the USB port). The sensors are working from 36VDC so I use the power supply to drive the sensors and to reduce the output voltage to 5V from 36V I made a simple voltage divider which works as expected, but this mini circuit is totally independent from the Arduino. The output is only 5V if I measure it relative to the 36V power supply's ground, and of course it is 0V when I measure it to the Arduino's ground, so it's always LOW from the Arduino's point of view, because - I think it - I have no common ground between the PSU and the Arduino.

I'd guess one solution is to connect the Arduino to the PSU with a 36VDC to 7-12VDC voltage regulator, but this solution looks pretty expensive. I'm wondering if I can make "common ground?!" between the PSU and the Arduino anyhow without drive the Arduino directly from the PSU? I only like to use the PSU to heavy lifting. What happens if I connect the PSU's ground to the Arduino's ground pin? Does it make any sense?

Here is the exact component list if needed:

To answer the question directly you put a wire between the Arduino ground pin and the power supply’s negitave terminal. For why see here http://www.thebox.myzen.co.uk/Tutorial/Power_Supplies.html

Thanks Mike, I just shared the PSU's ground with Arduino via the GND pin as you suggested and everything works perfectly.

I really appreciate your help and clear answer.