In recent decades, although the research on gait recognition of lower limb exoskeleton robot has been widely developed, there are still limitations in rehabilitation training and clinical practice. The emergence of interactive information fusion technology provides a new research idea for the solution of this problem, and it is also the development trend in the future. In order to better explore the issue, this paper summarizes gait recognition based on interactive information fusion of lower limb exoskeleton robots. This review introduces the current research status, methods, and directions for information acquisition, interaction, fusion, and gait recognition of exoskeleton robots. The content involves the research progress of information acquisition methods, sensor placements, target groups, lower limb sports biomechanics, interactive information fusion, and gait recognition model. Finally, the current challenges, possible solutions, and promising prospects are analysed and discussed, which provides a useful reference resource for the study of interactive information fusion and gait recognition of rehabilitation exoskeleton robots.