(1) Background: Asymmetry in gait could pose a problem for patients with transfemoral amputation, due to a higher risk for secondary comorbidities. Gait analysis during ascending and descending stairs (20 stair ascends and descends) was conducted in a patient with a unilateral transfemoral amputation and integrated neural sensory feedback (NSFB), with the aim to compare biomechanical parameters between the healthy and the prosthetic leg in conditions with and without NSFB. (2) Methods: Transversal-type research was conducted at the beginning of the patient’s rehabilitation and without prior gait training in conditions with NSFB. Complete study included several months of different gait testing with and without the NSFB. Data analyzed in this study are just a small portion of the overall dataset (only one subject, one recording session, reduced amount of trials in one condition), used for showing the validity of the proposed methodology for gait analysis and proving proof of concept. The analyzed parameters included stance, time, and speed of ascending and descending stairs in conditions with and without NSFB, measured for both legs. The data were processed using statistical software (SPSS Statistics version 24), with descriptive statistics and paired-sample t-tests to determine differences in gait parameters between the healthy and the prosthetic leg. (3) Results: The results revealed statistically significant differences (p = 0.00) in all three examined parameters (stance, time, and speed) between conditions with and without NSFB. (4) Conclusions: Gait stance, time, and the speed of ascending and descending stairs can be controlled and tailored in real time using NSFB.