Target of a Stellar Photometry International (STEPHI) multisite campaign, the Delta Scuti star GX Pegasi has been found to oscillate with at least five simultaneous, close frequencies. Mode identification together within formation about the star that such an identification can provice are outlined. The mode identification is carried out by means of a comparison between the observed frequencies and the adiabatic frequencies of models appropriate to this star. Models that match GZ Peg's position in a Hertzsprung-Russell diagram have masses in the range 1.9 - 2 solar mass. When included, convective core overshoot is handled as in Maeder and Meynet (1989). According to these models, Gx Peg is rather evolved, main sequence star.