Lower limb amputation (LLA) destroys the sensory communication between the brain and the external world during standing and walking. Current prostheses do not restore sensory feedback to amputees, who, relying on very limited haptic information from the stump-socket interaction, are forced to deal with serious issues: the risk of falls, decreased mobility, prosthesis being perceived as an external object (low embodiment), and increased cognitive burden. Poor mobility is one of the causes of eventual device abandonment. Restoring sensory feedback from the missing leg of above-knee (transfemoral) amputees and integrating the sensory feedback into the sensorimotor loop would markedly improve the life of patients. In this study, we developed a leg neuroprosthesis, which provided real-time tactile and emulated proprioceptive feedback to three transfemoral amputees through nerve stimulation. The feedback was exploited in active tasks, which proved that our approach promoted improved mobility, fall prevention, and agility. We also showed increased embodiment of the lower limb prosthesis (LLP), through phantom leg displacement perception and questionnaires, and ease of the cognitive effort during a dual-task paradigm, through electroencephalographic recordings. Our results demonstrate that induced sensory feedback can be integrated at supraspinal levels to restore functional abilities of the missing leg. This work paves the way for further investigations about how the brain interprets different artificial feedback strategies and for the development of fully implantable sensory-enhanced leg neuroprostheses, which could drastically ameliorate life quality in people with disability.