Cognitive-motor interference refers to dual-tasking (DT) interference (DTi) occurring when the simultaneous performance of a cognitive and a motor task leads to a percentage change in one or both tasks. Several theories exist to explain DTi in humans: the capacity-sharing, the bottleneck and the cross-talk theories. Numerous studies investigating whether a specific brain locus is associated with cognitive-motor DTi have been conducted, but not systematically reviewed. We aimed to review the evidences on brain activity associated with the cognitive-motor DT, in order to better understand the neurological basis of the CMi. Results were reported according to the technique used to assess brain activity. Twenty-three articles met the inclusion criteria. Out of them, nine studies used functional magnetic resonance imaging to show an additive, under-additive, over- additive, or a mixed activation pattern of the brain. Seven studies used near-infrared spectroscopy, and seven neurophysiological instruments. Yet a specific DT locus in the brain cannot be concluded from the overall current literature. Future studies are warranted to overcome the shortcomings identified.