This paper describes a hybrid approach to a fast and accurate localization method for legged robots based on Fuzzy-Markov (FM) and Extended Kalman Filters (EKF). Both FM and EKF techniques have been used in robot localization and exhibit different characteristics in terms of processing time, convergence, and accuracy. We propose a Fuzzy-Markov–Kalman (FM–EKF) localization method as a combined solution for a poor predictable platform such as Sony Aibo walking robots. The experimental results show the performance of EKF, FM, and FM-EKF in a localization task with simple movements, combined behaviors, and kidnapped situations. An overhead tracking system was adopted to provide a ground truth to verify the performance of the proposed method.