Brain–computer interfaces (BCIs) have garnered extensive interest and become a groundbreaking technology to restore movement, tactile sense, and communication in patients. Prior to their use in human subjects, clinical BCIs require rigorous validation and verification (V&V). Non-human primates (NHPs) are often considered the ultimate and widely used animal model for neuroscience studies, including BCIs V&V, due to their proximity to humans. This literature review summarizes 94 NHP gait analysis studies until 1 June, 2022, including seven BCI-oriented studies. Due to technological limitations, most of these studies used wired neural recordings to access electrophysiological data. However, wireless neural recording systems for NHPs enabled neuroscience research in humans, and many on NHP locomotion, while posing numerous technical challenges, such as signal quality, data throughout, working distance, size, and power constraint, that have yet to be overcome. Besides neurological data, motion capture (MoCap) systems are usually required in BCI and gait studies to capture locomotion kinematics. However, current studies have exclusively relied on image processing-based MoCap systems, which have insufficient accuracy (error: ≥4° and 9 mm). While the role of the motor cortex during locomotion is still unclear and worth further exploration, future BCI and gait studies require simultaneous, high-speed, accurate neurophysiological, and movement measures. Therefore, the infrared MoCap system which has high accuracy and speed, together with a high spatiotemporal resolution neural recording system, may expand the scope and improve the quality of the motor and neurophysiological analysis in NHPs.