Now, originally I would have maybe attached a collider to the foot of the character, and when that hit the ground-plane a particle effect could be created - alternatively, a complex timer-system could be set up.
Researching this, I found that inside the Animation editor is a button which allows you to call a function of the script of the object which holds the animation: This way, I had merely to create the function and set this so called Animation Event when the foot of the character was at its lowest:
The animation events can be seen as the red circles on the top bar.
This is immensely useful (and cool), and I can't wait to apply it to all sorts of things - a gun-firing animation, throwing an object and so forth.
For now, while it's hard to see from an image, the particle effect in this particular gamemode looks like this (its the white thing at the characters feet):



