Human gait cycle fluctuates during walking even with a constant walking speed. Such fluctuation, referred to as the gait cycle variability, is often quantified by measuring stride intervals, i.e., time intervals between one and the subsequent heel contacts of one of the feet. It has been known that gait cycle variability in healthy young people exhibits a positive persistency, which tends to be lost by aging and neurological diseases, including Parkinson's disease, suggesting that the positive persistency reflects endogenous stability of gait. We have reported previously that the degree of positive persistency decreased during distracted walking with smartphone-gaming induced cognitive load. Here, we hypothesized that the decrease in the positive persistency is caused by a change in the neural activity at supra-spinal level. To find evidence for this hypothesis, we measured electroencephalography (EEG) during walking with and without the cognitive load. As a result, though preliminary, amplitude of the EEG at gamma band increased at a timing prior to every heel contact in the cognitive load condition compared to the control condition. This preliminary result suggests that a supra-spinal gait control mechanism is involved in the gait cycle variability.