Alzheimer's disease (AD) affects approximately 30 million people worldwide, and this number is predicted to triple by 2050 unless further discoveries facilitate the early detection and prevention of the disease. Computerized walkways for simultaneous assessment of motor-cognitive performance, known as a dual-task assessment, has been used to associate changes in gait characteristics to mild cognitive impairment (MCI) with early-stage disease. However, to our best knowledge, there is no validated method to detect MCI using the collective analysis of these gait characteristics. In this paper, we develop a machine learning approach to analyze the gait data from the dual-task assessment in order to detect subjects with cognitive impairment from healthy individuals. We collected dual-task gait data from a computerized walkway of a total of 92 subjects with 31 healthy control (HC) and 61 MCI. Using support vector machine (SVM) and gradient tree boosting, we developed a classifier to differentiate MCI from HC subjects and compared the results with a paper-based questionnaire assessment that has been commonly used in clinical practice. SVM provided the highest accuracy of 77.17% with 81.97% sensitivity and 67.74% specificity. Our results indicate the potential of machine learning + dual-task assessment to enable early diagnosis of cognitive decline before it advances to dementia and AD, so that early intervention or prevention strategies can be initiated.