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Deep reinforcement learning (deep RL) has emerged as an effective tool for developing controllers for legged robots. However, vanilla deep RL often requires a tremendous amount of training samples and is not feasible for achieving robust behaviors. Instead, researchers have investigated a novel policy architecture by incorporating human experts' knowledge, such as Policies Modulating Trajectory Generators (PMTG). This architecture builds a recurrent control loop by combining a parametric trajectory generator (TG) and a feedback policy network to achieve more robust behaviors. In this work, we propose Policies Modulating Finite State Machine (PM-FSM) by replacing TGs with contact-aware finite state machines (FSM), which offers more flexible control of each leg. This invention offers an explicit notion of contact events to the policy to negotiate unexpected perturbations. We demonstrated that the proposed architecture could achieve more robust behaviors in various scenarios, such as challenging terrains or external perturbations, on both simulated and real robots.