The purpose of this study was to investigate the effects of the addition of a dual task to multicomponent training on cognition of active older adults. Eighty physically active older adults were divided into an intervention group (IG) and a control group (CG). Both groups performed multicomponent training over 12 weeks. The IG simultaneously performed exercises and cognitive tasks. The Mini-Mental State Examination, the Montreal Cognitive Assessment, and the Clock Drawing Test were used for cognitive assessments. The Timed Up and Go Test associated with a cognitive task was used for dual-task assessment. Significant interactions were not observed between groups in terms of the cognitive variables or the dual-task performance. An interaction was observed only for Timed Up and Go Test performance, which was better in the CG than in the IG. Active older adults showed no improvement in cognition following the addition of the dual task to the multicomponent training.