The restricted posture and unrestricted compliance brought by the controller during human–exoskeleton interaction (HEI) can cause patients to lose balance or even fall. In this article, a self-coordinated velocity vector (SCVV) double-layer controller with balance-guiding ability was developed for a lower-limb rehabilitation exoskeleton robot (LLRER). In the outer loop, an adaptive trajectory generator that follows the gait cycle was devised to generate a harmonious hip–knee reference trajectory on the non-time-varying (NTV) phase space. In the inner loop, velocity control was adopted. By searching the minimum L2 norm between the reference phase trajectory and the current configuration, the desired velocity vectors in which encouraged and corrected effects can be self-coordinated according to the L2 norm were obtained. In addition, the controller was simulated using an electromechanical coupling model, and relevant experiments were carried out with a self-developed exoskeleton device. Both simulations and experiments validated the effectiveness of the controller.