Gait is often considered as an automatic movement but cortical control seems necessary to adapt gait pattern with environmental constraints. In order to study cortical activity during real locomotion, electroencephalography (EEG) appears to be particularly appropriate. It is now possible to record changes in cortical neural synchronization/desynchronization during gait. Studying gait initiation is also of particular interest because it implies motor and cognitive cortical control to adequately perform a step. Time-frequency analysis enables to study induced changes in EEG activity in different frequency bands. Such analysis reflects cortical activity implied in stabilized gait control but also in more challenging tasks (obstacle crossing, changes in speed, dual tasks…). These spectral patterns are directly influenced by the walking context but, when analyzing gait with a more demanding attentional task, cortical areas other than the sensorimotor cortex (prefrontal, posterior parietal cortex, etc.) seem specifically implied. While the muscular activity of legs and cortical activity are coupled, the precise role of the motor cortex to control the level of muscular contraction according to the gait task remains debated. The decoding of this brain activity is a necessary step to build valid brain–computer interfaces able to generate gait artificially.