Agency is an important aspect of bodily self-consciousness, allowing us to separate own movements from those induced by the environment and to distinguish own movements from those of other agents. Unsurprisingly, theoretical frameworks for agency such as central monitoring are closely tied to computational models of sensorimotor control. Until recently agency research has largely focussed on goal-directed movements of the upper limbs. In particular, the influence of performance-related sensory cues and the relevance of prediction signals for agency judgements have been studied through a variety of spatio-temporal mismatches between movement and the sensory consequences of movement. However, agents often perform a different type of movement; highly automated movements that involve the entire body such as walking, cycling, and swimming with potentially different agency mechanisms. Here, we review recent work about agency for full-body movements such as gait, highlighting the effects of performance-related visual and auditory cues on gait agency. Gait movements differ from upper limb actions. Gait is cyclic, more rarely immediately goal-directed, and is generally considered one of the most automatic and unconscious actions. We discuss such movement differences with respect to the functional mechanisms of full-body agency and body-part agency by linking these gait agency paradigms to computational models of motor control. This is followed by a selective review of gait control, locomotion, and models of motor control relying on prediction signals and underlining their relevance for full-body agency.