Alzheimer's disease causes great changes, with the prefrontal cortex being the most frequently damaged zone; these changes affect physical and cognitive behavior and compromise autonomy. The objective of this study was to evaluate the effects of physical-cognitive tasks on memory, attention, balance, gait, and risk of falling in Alzheimer's by using feedback-based technology. Forty patients with Alzheimer's were recruited from an Alzheimer's Association; of these, 15 met the inclusion criteria and were included in the pilot RCT (eight in the control group; seven in the experimental group). The Cognitive Mini-Examination Scale, Oddball Test and Attention Network, Berg Scale, Tinetti, Timed Up and Go, and Geriatric Deterioration Scale. The experimental group was treated with physical-cognitive tasks by using combined feedback-based technology (visual, acoustic, simultaneous, immediate, and terminal feedback, as well as knowledge of the results and performance) under the supervision of physiotherapists twice per week for 16 thirty-minute sessions. The control group underwent their usual care (pharmacological treatment, mobility exercises, and cognitive stimulation sessions). In the experimental group, the contrast tests showed differences for the re-test (except in attention), with the significative Timed Up and Go test being significant (p = 0.020). The interaction between groups showed significant differences for the experimental group according to the MEC (p = 0.029; d = 0.14) and Tinetti (p = 0.029; d = 0.68). Memory, balance, gait, and risk of falling improved in the Alzheimer's patients through the use of physical-cognitive tasks involving combined feedback-based technology. The effects on attention were inconclusive. The outcomes should be treated with caution due to the sample. This can promote intergenerational bonds, use at home, and adherence to treatment.