Motor and Cognitive Dual-Task (MCDT) represents an innovative chance to assess Mild Cognitive Impairment (MCI). We compare two novel MCDTs, fore-finger tapping (FTAP), toe-tapping (TTHP), to gold standards for cognitive screening (Mini-Mental State Examination—MMSE), and to a well-established MCDT (GAIT). We administered the aforementioned MCDTs to 44 subjects (MCIs and controls). Motor parameters were extracted, and correlations with MMSE investigated. Logistic regression models were built, and AUC areas computed. Spearman’s correlation demonstrated that FTAP and TTHP significantly correlate with MMSE, at each cognitive load. AUC areas computed report similar (FTAP, 0.87), and even higher (TTHP, 0.97) capability to identify MCIs, if compared to GAIT (0.92). We investigated the use of novel MCDT approaches to assess MCI, aiming to enrich the clinical repertoire with objective and non-invasive tools. Our protocol shows good correlations with MMSE, and reaches high performances in identifying MCI, adopting simpler exercises.