The primary goal of this paper is to develop a formal foundation to design nonlinear feedback control algorithms that intrinsically couple legged robots with bio-inspired tails for robust locomotion in the presence of external disturbances. We present a hierarchical control scheme in which a high-level and real-time path planner, based on an event-based model predictive control (MPC), computes the optimal motion of the center of mass (COM) and tail trajectories. The MPC framework is developed for an innovative reduced-order linear inverted pendulum (LIP) model that is augmented with the tail dynamics. At the lower level of the control scheme, a nonlinear controller is implemented through the use of quadratic programming (QP) and virtual constraints to force the full-order dynamical model to track the prescribed optimal trajectories of the COM and tail while maintaining feasible ground reaction forces at the leg ends. The potential of the analytical results is numerically verified on a full-order simulation model of a quadrupedal robot augmented with a tail with a total of 20 degrees-of-freedom. The numerical studies demonstrate that the proposed control scheme coupled with the tail dynamics can significantly reduce the effect of external disturbances during quadrupedal locomotion.