A control device configured for use in a load control system to control an external lighting device, the control device comprising: a base portion; a control unit configured to connect to the base portion, the control unit comprising a rotation portion rotatable with respect to the base portion, an actuation portion comprising a front surface and received in an opening of the rotation portion, a light source, and a control circuit; wherein the light source is configured to illuminate at least an illuminated portion (230a-230c) on the front surface of the actuation portion, and the control circuit is configured to: in response to a rotation of the rotation portion, determine first control data for controlling the lighting device, control the light source to illuminate the illuminated portion (230a-230c) of the actuation portion, and transmit control signals including the first control data, wherein the control circuit is configured to control the light source to provide a first indication on the illuminated portion (230a-230c) of the actuation portion by blinking the light source when the rotation portion has been rotated by a first amount in a first direction; and in response to an actuation of the actuation portion, determine second control data for controlling the lighting device, control the light source to illuminate the illuminated portion (230a-230c) of the actuation portion, and transmit control signals including the second control data. a base portion; a control unit configured to connect to the base portion, the control unit comprising a rotation portion rotatable with respect to the base portion, an actuation portion comprising a front surface and received in an opening of the rotation portion, a light source, and a control circuit; wherein the light source is configured to illuminate at least an illuminated portion (230a-230c) on the front surface of the actuation portion, and the control circuit is configured to: in response to a rotation of the rotation portion, determine first control data for controlling the lighting device, control the light source to illuminate the illuminated portion (230a-230c) of the actuation portion, and transmit control signals including the first control data, wherein the control circuit is configured to control the light source to provide a first indication on the illuminated portion (230a-230c) of the actuation portion by blinking the light source when the rotation portion has been rotated by a first amount in a first direction; and in response to an actuation of the actuation portion, determine second control data for controlling the lighting device, control the light source to illuminate the illuminated portion (230a-230c) of the actuation portion, and transmit control signals including the second control data. in response to a rotation of the rotation portion, determine first control data for controlling the lighting device, control the light source to illuminate the illuminated portion (230a-230c) of the actuation portion, and transmit control signals including the first control data, wherein the control circuit is configured to control the light source to provide a first indication on the illuminated portion (230a-230c) of the actuation portion by blinking the light source when the rotation portion has been rotated by a first amount in a first direction; and in response to an actuation of the actuation portion, determine second control data for controlling the lighting device, control the light source to illuminate the illuminated portion (230a-230c) of the actuation portion, and transmit control signals including the second control data.