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Mammalian locomotion is generated by central pattern generators (CPGs) in the spinal cord, which produce alternating flexor and extensor activities controlling the locomotor movements of each limb. Afferent feedback signals from the limbs are integrated by the CPGs to provide adaptive control of locomotion. Responses of CPG-generated neural activity to afferent feedback stimulation have been previously studied during fictive locomotion in immobilized cats. Yet, locomotion in awake, behaving animals involves dynamic interactions between central neuronal circuits, afferent feedback, musculoskeletal system, and environment. To study these complex interactions, we developed a model simulating interactions between a half-center CPG and the musculoskeletal system of a cat hindlimb. Then, we analyzed the role of afferent feedback in the locomotor adaptation from a dynamic viewpoint using the methods of dynamical systems theory and nullcline analysis. Our model reproduced limb movements during regular cat walking as well as adaptive changes of these movements when the foot steps into a hole. The model generates important insights into the mechanism for adaptive locomotion resulting from dynamic interactions between the CPG-based neural circuits, the musculoskeletal system, and the environment.