Wearable Robots, including those connected externally over the Lower Limbs (LLEWRs) is a growing field of research and development that promises robotic systems to support and augment locomotor functions. The current State of the Art of such products can be seen as a first generation of devices that are limited in their applicability and functionality, but nevertheless demonstrated the large potential of a type of robot that can become a mainstream class of technology. This paper reviews the most important challenges and the emerging directions in research and development in relation to the formulated challenges, predominantly based on the European-Commission-funded research environment.