The current commercial prostheses are lack of effective sensory feedback mechanism. Indirect stimulation methods such as mechanical stimulation were applied to achieve sensory feedback in some work, but they cannot evoke “natural” sensations. Some researchers evoked somatic sensations by intra-neural stimulation, which is invasive and with high restriction on electrode materials. In comparison, transcutaneous electrical stimulation (TNES) is easier to be implemented. Unfortunately, there is still no effective strategy to autonomous control electrical stimulation parameters. In this paper, we conducted a preliminary research on the relationship between electrical stimulation parameters and evoked somatic sensation based on Electroencephalogram (EEG) analysis. The experimental results proved that the phantom sensation of fingers can be evoked by TNES. In addition, the relationship between the position of stimulation and the position of evoked sensation be analyzed according to the EEG distribution. And it can be determined whether the stimulation intensity is enough to evoke obvious phantom sensation, by analyzing its curve characteristics of event-related potential (ERP). This work can be helpful to automatically control electrical stimulation parameters for evoking phantom sensations in the future.