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Walking rehabilitation following injury or disease involves voluntary gait modification, yet the specific brain signals underlying this process remains unclear. This aim of this study was to investigate the impact of an auditory cue on changes in brain activity when walking overground (O) and on a treadmill (T) using an electroencephalogram (EEG) with a 32-electrode montage. Employing a between-group repeated-measures design, 24 participants (age: 25.7 ± 3.8 years) were randomly allocated to either an O ( n = 12) or T ( n = 12) group to complete two walking conditions (self-selected speed control (sSC) and speed control (SC)). The differences in brain activities during the gait cycle were investigated using statistical non-parametric mapping (SnPM). The addition of an auditory cue did not modify cortical activity in any brain area during the gait cycle when walking overground (all p > 0.05). However, significant differences in EEG activity were observed in the delta frequency band (0.5-4 Hz) within the sSC condition between the O and T groups. These differences occurred at the central frontal (loading phase) and frontocentral (mid stance phase) brain areas ( p < 0.05). Our data suggest auditory cueing has little impact on modifying cortical activity during overground walking. This may have practical implications in neuroprosthesis development for walking rehabilitation, sports performance optimization, and overall human quality-of-life improvement.