A mathematical model has been used to study the spinal mechanisms of the formation of locomotor patterns involving afferent feedback from limbs. Changes in the electromyographic activity of hip and ankle muscles have been recorded in experiments on electric epidural stimulation of lumbar segments of the spinal cord of mesencephalic cats. These changes fit a nonlinear dynamic model based on Van der Pol's equation with a compelling term. The conditions of the appearance of the self-sustained oscillation mode depending on the parameters of external stimulation have been analyzed. A modified equation is proposed with the role of afferent feedback and the delay between the start of stimulation and the muscle response taken into account. The mathematical model has been demonstrated to fit experimental data. Therefore, it can be used to describe the mechanism of the generation of the patterns observed and to choose optimal conditions of the epidural stimulation of the spinal cord for inducing locomotion.