The transfer of load from one leg to another is an essential component in walking but sense organs that signal this process have rarely been identified. We used high speed digital imaging and neurophysiological recordings to characterize activities of tibial campaniform sensilla, receptors that detect forces via cuticular strains, in the middle legs of cockroaches during walking. Previous studies demonstrated that the distal tibial sensilla discharge when body load is suddenly decreased in freely standing animals. Sensory recordings during walking showed that distal receptors in the middle leg fired an intense burst near the end of the stance phase. We tested the hypothesis that initiation of distal firing resulted from the action of other legs entering stance. Analysis of leg movements in slow walking showed that sensory bursts in the middle leg closely followed stance onset of the ipsilateral hind leg while the ipsilateral front leg entered stance earlier in phase. Similar phases of leg movement were found in slow walking in experiments in which animals had no implanted recording wires. Those studies also demonstrated that the opposite middle leg entered stance earlier in phase. Measurements of leg positions in walking showed that the hind leg tarsus was placed closest to the middle leg, in keeping with a 'targeting' strategy. Triggering of distal bursts in the middle leg by mechanical action of the hind leg could facilitate the onset of swing in the middle leg through local reflex effects and contribute to emergent coordination of leg movements in metachronal gaits.