Alzheimer’s and Parkinson’s diseases are age-related progressive neurodegenerative diseases of increasing prevalence worldwide. In the absence of curative therapy, current research is interested in prevention, by identifying subtle signs of early-stage neurodegeneration. Today, the field of behavioral neuroscience has emerged as one of the most promising areas of research on this topic. Recently, it has been shown that the exacerbation of gait disorders under dual-task conditions (i.e., simultaneous performance of cognitive and motor tasks) could be a characteristic feature of Alzheimer’s and Parkinson’s diseases. The cognitive-motor dual-task paradigm during walking allows to assess whether (i) executive attention is abnormally impaired in prodromal Alzheimer’s disease or (ii) compensation strategies are used in order to preserve gait function when the basal ganglia system is altered in prodromal Parkinson’s disease. This review aims at (i) identifying patterns of dual-task-related gait changes that are specific to Alzheimer’s and Parkinson’s diseases, respectively, (ii) demonstrating that these changes could potentially be used as prediagnostic markers for disease onset, (iii) reviewing pros and cons of existing dual-task studies, and (iv) proposing future directions for clinical research.