A fundamental aspect of everyday function is the ability to simultaneously execute both cognitive and motor tasks. The ability to perform such tasks is commonly assessed using a dual-task paradigm that has the capacity to manipulate both cognitive and motor components of an action. Dual-task performance provides an opportunity to obtain an insight into how cognitive and motor function are affected during natural tasks (e.g., locomotion). The following study aimed to determine the effectiveness of using a goal-directed multidirectional locomotor task to measure differences in task-related (tasks of increasing difficulty) electro-cortical activity. In the single-task condition participants walked around a grid-based track, performing directional changes at each intersection in response to a sensory stimulus. In the dual-task condition participants performed the same primary task while performing a simultaneous memory recall task. Behavioural differences in trial completion time and electro-cortical activity were identified in relation to the posterior N2 and P300 component mean amplitudes. The results showed that, while performing a higher-level cognitive task during walking (dual-task), interference arises in a shared system that influences neural mechanisms involved in attention and selection for action, and later cognitive processes recruited in working memory and cognitive control. This study extends previous work and shows that performing a more complex cognitive task while walking, elicits interference effects sensitive to higher-level cognitive processes, and takes the next step towards measurement of electro-cortical activity within naturalistic environments.