The use of brain-computer interface (BCI) technology has emerged as a promising rehabilitation approach for patients with motor function and motor-related disorders. BCIs provide an augmentative communication platform for controlling advanced assistive robots such as a lower-limb exoskeleton. Brain recordings collected by an electroencephalography (EEG) system have been employed in the BCI platform to command the exoskeleton. To date, the literature on this topic is limited to the prediction of gait intention and gait variations from EEG signals. This study, however, aims to predict the anticipated gait direction using a stream of EEG signals collected from the brain cortex. Three healthy participants (age range: 29-31, 2 female) were recruited. While wearing the EEG device, the participants were instructed to initiate gait movement toward the direction of the arrow triggers (pointing forward, backward, left, or right) being shown on a screen with a blank white background. Collected EEG data was then epoched around the trigger timepoints. These epochs were then converted to the time-frequency domain using event- related synchronization (ERS) and event-related desynchronization (ERD) methods. Finally, the classification pipeline was constructed using logistic regression (LR), support vector machine (SVM), and convolutional neural network (CNN). A ten-fold cross-validation scheme was used to evaluate the classification performance. The results revealed that the CNN classifier outperforms the other two classifiers with an accuracy of 0.75. Clinical Relevance - The outcome of this study has the potential to be ultimately used for interactive navigation of the lower-limb exoskeletons during robotic rehabilitation therapy and enhance neurodegeneration and neuroplasticity in a wide range of individuals with lower-limb motor function disabilities.