This work presents an electroencephalography (EEG)-based Brain-computer Interface (BCI) that decodes cerebral activities to control a lower-limb gait training exoskeleton. Motor imagery (MI) of flexion and extension of both legs was distinguished from the EEG correlates. We executed experiments with 5 able-bodied individuals under a realistic rehabilitation scenario. The Power Spectral Density (PSD) of the signals was extracted with sliding windows to train a linear discriminate analysis (LDA) classifier. An average classification accuracy of 0.67±0.07 and AUC of 0.77±0.06 were obtained in online recordings, which confirmed the feasibility of decoding these signals to control the gait trainer. In addition, discriminative feature analysis was conducted to show the modulations during the mental tasks. This study can be further implemented with different feedback modalities to enhance the user performance.