Quantitative gait analysis is an important tool in objective assessment and management of total knee arthroplasty (TKA) patients. Studies evaluating gait patterns in TKA patients have tended to focus on discrete data such as spatiotemporal information, joint range of motion and peak values of kinematics and kinetics, or consider selected principal components of gait waveforms for analysis. These strategies may not have the capacity to capture small variations in gait patterns associated with each joint across an entire gait cycle, and may ultimately limit the accuracy of gait classification. The aim of this study was to develop an automatic feature extraction method to analyse patterns from high-dimensional autocorrelated gait waveforms. A general linear feature extraction framework was proposed and a hierarchical partial least squares method derived for discriminant analysis of multiple gait waveforms. The effectiveness of this strategy was verified using a dataset of joint angle and ground reaction force waveforms from 43 patients after TKA surgery and 31 healthy control subjects. Compared with principal component analysis and partial least squares methods, the hierarchical partial least squares method achieved generally better classification performance on all possible combinations of waveforms, with the highest classification accuracy . The novel hierarchical partial least squares method proposed is capable of capturing virtually all significant differences between TKA patients and the controls, and provides new insights into data visualization. The proposed framework presents a foundation for more rigorous classification of gait, and may ultimately be used to evaluate the effects of interventions such as surgery and rehabilitation.