The use of the dual-task model as a cognitive-motor interface has been extensively investigated in cross-sectional studies as a training task in cognitive impairment. However, few existing longitudinal studies prove the usefulness of this tool as a clinical marker of cognitive impairment in older people. What is the evidence in prospective studies about dual-task gait as a predictor of cognitive impairment in older adults? This study aims to review and discuss the current state of knowledge in prospective studies on the use of dual-task gait as a predictive tool for cognitive impairment in older adults. The methodology used was a systematic review, according to the PRISMA criteria for the search, summarize and report. A search in 3 databases (Pubmed, Web of Science, and Scopus) was carried out until April 2021. The search terms used were: “(gait OR walking) AND (cognitive decline) AND (dual-task) AND (follow-up OR longitudinal OR long-term OR prospective OR cohort OR predict).” We included prospective research articles with older people with cognitive evaluation at the beginning and the end of the follow-up and dual-task gait paradigm as initial evaluation associated with the presentation of cognitive impairment prediction using any dual-task gait parameters. After exclusion criteria, 12 studies were reviewed. The results indicate that eight studies consider dual-task gait parameters a useful cognitive-motor tool, finding that some of the evaluated parameters of dual-task gait significantly correlate with cognitive impairment over time. The most promising DT parameters associated with cognitive impairment prediction seem to be gait speed, speed cost, DT time, numbers of words during DT, among others. In sum, this study reviews the variety of dual-task gait parameters and their relevance as a simple tool for early cognitive impairment screening, opening a diagnostic window for the screening of cognitive impairment in older people.