Although a lower extremity exoskeleton shows great prospect in the rehabilitation of the lower limb, it has not yet been widely applied to the clinical rehabilitation of the paralyzed. This is partly caused by insufficient information interactions between the paralyzed and existing exoskeleton that cannot meet the requirements of harmonious control. In this research, a bidirectional human-machine interface including a neurofuzzy controller and an extended physiological proprioception (EPP) feedback system is developed by imitating the biological closed-loop control system of human body. The neurofuzzy controller is built to decode human motion in advance by the fusion of the fuzzy electromyographic signals reflecting human motion intention and the precise proprioception providing joint angular feedback information. It transmits control information from human to exoskeleton, while the EPP feedback system based on haptic stimuli transmits motion information of the exoskeleton back to the human. Joint angle and torque information are transmitted in the form of air pressure to the human body. The real-time bidirectional human-machine interface can help a patient with lower limb paralysis to control the exoskeleton with his/her healthy side and simultaneously perceive motion on the paralyzed side by EPP. The interface rebuilds a closed-loop motion control system for paralyzed patients and realizes harmonious control of the human-machine system.