The cerebellum is involved in coordinating motor behaviour, but how the cerebellar network regulates locomotion is still not well understood. We characterised the activity of putative cerebellar Purkinje cells, Golgi cells and mossy fibres in awake mice engaged in an active locomotion task, using high-density silicon electrode arrays. Analysis of the activity of over 300 neurons in response to locomotion revealed that the majority of cells (53%) were significantly modulated by phase of the stepping cycle. However, in contrast to studies involving passive locomotion on a treadmill, we found that a high proportion of cells (45%) were tuned to the speed of locomotion, and 19% were tuned to yaw movements. The activity of neurons in the cerebellar vermis provided more information about future speed of locomotion than about past or present speed, suggesting a motor, rather than purely sensory, role. We were able to accurately decode the speed of locomotion with a simple linear algorithm, with only a relatively small number of well-chosen cells needed, irrespective of cell class. Our observations suggest that behavioural state modulates cerebellar sensorimotor integration, and advocate a role for the cerebellar vermis in control of high-level locomotor kinematic parameters such as speed and yaw.