OBJECTIVE: To propose a program of physical-cognitive dual task and to measure its impact in Chilean institutionalized elderly adults. METHOD: Experimental design study with pre and post-intervention evaluations, measuring the cognitive and depressive levels by means of the Pfeiffer test and the Yesavage scale, respectively. The program was applied for 12 weeks to adults between 68 and 90 years old. The statistical analysis was based on the nonparametric Wilcoxon test for paired samples and was contrasted with its parametric version. The statistical software R was used. RESULTS: Statistically significant differences were obtained in the cognitive level (p-value & 0.05) and highly significant (p-value & 0.001) in the level of depression with both tests (parametric and nonparametric). CONCLUSION: Due to the almost null evidence of scientific interventions of programs that integrate physical activity and cognitive tasks together in Chilean elderly adults, a program of physical-cognitive dual task was proposed as a non-pharmacological treatment, easy to apply and of low cost to benefit their integral health, which improves significantly the cognitive and depressive levels of institutionalized elderly adults.