Background: The multi-tasking approach may be promising for cognitive rehabilitation in cardiac surgery patients due to a significant effect on attentional and executive functions. This study aimed to compare the neuropsychological changes in patients who have undergone two variants of multi-tasking training and a control group in the early postoperative period of coronary artery bypass grafting (CABG). Methods: One hundred and ten CABG patients were divided into three groups: cognitive training (CT) I (a postural balance task with mental arithmetic, verbal fluency, and divergent tasks) (n = 30), CT II (a simple visual–motor reaction with mental arithmetic, verbal fluency, and divergent tasks) (n = 40), and control (n = 40). Results: Two or more cognitive indicators improved in 93.3% of CT I patients, in 72.5% of CT II patients, and in 62.5% of control patients; CT I patients differed from CT II and control (p = 0.04 and p = 0.008, respectively). The improving short-term memory and attention was found more frequently in the CT I group as compared to control (56.7% vs. 15%; p = 0.0005). The cognitive improvement of all domains (psychomotor and executive functions, attention, and short-term memory) was also revealed in CT I patients more frequently than CT II (46.7% vs. 20%; p = 0.02) and control (46.7% vs. 5%; p = 0.0005). Conclusions: The CT I multi-tasking training was more effective at improving the cognitive performance in cardiac surgery patients as compared to CT II training and standard post-surgery management. The findings of this study will be helpful for future studies involving multi-tasking training.