For effective gait rehabilitation treatments, the status of a patient's gait needs to be analyzed precisely. Since the gait motions are cyclic with several gait phases, the gait motions can be analyzed by gait phases. In this paper, a Hidden Markov Model (HMM) is applied to analyze the gait phases in the gait motions. Smart Shoes are utilized to obtain the ground reaction forces (GRFs) as observed data in the HMM. The posterior probabilities from the HMM are used to infer the gait phases, and the abnormal transition between gait phases are checked by the transition matrix. The proposed gait phase analysis methods have been applied to actual gait data, and the results show that the proposed methods have the potential of tools for diagnosing the status of a patient and evaluating a rehabilitation treatment.