Fast and accurate gait phase detection is essential to achieve effective powered lower-limb prostheses and exoskeletons. As the versatility but also the complexity of these robotic devices increases, the research on how to make gait detection algorithms more performant and their sensing devices smaller and more wearable gains interest. A functional gait detection algorithm will improve the precision, stability, and safety of prostheses, and other rehabilitation devices. In the past years the state-of-the-art has advanced significantly in terms of sensors, signal processing and gait detection algorithms. In this review, we investigate studies and developments in the field of gait event detection methods, more precisely applied to prosthetic devices. We compared advantages and limitations between all the proposed methods, and extracted the relevant questions and recommendations about gait detection methods for future developments.