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Brain-computer interfaces (BCIs) enable their users to interact with their surrounding environment using the activity of their brain only, without activating any muscle. This technology provides severely disabled people with an alternative mean to communicate or control any electric device. On the other hand, BCI applications are more and more dedicated to healthier people, with the aim of giving them access to augmented reality or new rehabilitation tools. As it is noninvasive, light and relatively cheap, electroencephalography (EEG) is the most used acquisition technique to record cerebral activity of the BCI users. However, when using such type of BCI, user movements are likely to provoke motions of the measuring electrodes which can severely damage the EEG quality. Thus, current BCI technology requires that the user sits and performs as little movements as possible. This is of course a strong limitation of BCI for use in ordinary life. Very recently, preliminary studies have been published in the literature and suggest that BCI applications can be realized even in the physically moving context. In this paper, we thoroughly investigate the possibility to develop a P300-based BCI system in ambulatory condition. The study is based on experimental data recorded with seven subjects executing a visual P300 speller-like discrimination task while simultaneously walking at different speeds on a treadmill. It is demonstrated that a P300-based BCI is definitely feasible in such conditions. Different artifact correction methods are described and discussed in detail. To conclude, a recommended approach is given for the development of a real-time application.