This study investigates the neural features of locomotion mode transitions (i.e., level-ground walking to stair ascent) from non-invasive electroencephalography (EEG) signals. A systematic EEG processing method was implemented to reduce artifacts. Source localization using independent component analysis and k-mean clustering algorithm revealed the involvement of four clusters in the brain (Left and Right Occipital Lobe, Posterior Parietal Cortex, and Motor Cortex) during the walking tasks. Our results show significant differences in spectral power in the Occipital cluster between level-ground (LW) and stair (SA) walking. Additionally, significant increases in spectral power were detected up to 1.4 second before the critical transition time (LW to SA). The findings have implications for developing noninvasive lower-limb neuroprostheses that predict, rather than respond to, the user gait intentions. This work is a further step toward the development of a multimodal Neural-machine Interface (NMI) that fuses EEG and electromyography (EMG) signals for intuitive and flexible control of power prosthetic legs.