Electroencephalography (EEG) and electromyography (EMG) are widespread and well-known quantitative techniques used for gathering biological signals at cortical and muscular levels, respectively. Indeed, they provide relevant insights for increasing knowledge in different domains, such as physical and cognitive, and research fields, including neuromotor rehabilitation. So far, EEG and EMG techniques have been independently exploited to guide or assess the outcome of the rehabilitation, preferring one technique over the other according to the aim of the investigation. More recently, the combination of EEG and EMG started to be considered as a potential breakthrough approach to improve rehabilitation effectiveness. However, since it is a relatively recent research field, we observed that no comprehensive reviews available nor standard procedures and setups for simultaneous acquisitions and processing have been identified. Consequently, this paper presents a systematic review of EEG and EMG applications specifically aimed at evaluating and assessing neuromotor performance, focusing on cortico-muscular interactions in the rehabilitation field. A total of 213 articles were identified from scientific databases, and, following rigorous scrutiny, 55 were analyzed in detail in this review. Most of the applications are focused on the study of stroke patients, and the rehabilitation target is usually on the upper or lower limbs. Regarding the methodological approaches used to acquire and process data, our results show that a simultaneous EEG and EMG acquisition is quite common in the field, but it is mostly performed with EMG as a support technique for more specific EEG approaches. Non-specific processing methods such as EEG-EMG coherence are used to provide combined EEG/EMG signal analysis, but rarely both signals are analyzed using state-of-the-art techniques that are gold-standard in each of the two domains. Future directions may be oriented toward multi-domain approaches able to exploit the full potential of combined EEG and EMG, for example targeting a wider range of pathologies and implementing more structured clinical trials to confirm the results of the current pilot studies.