Research on cognitive neurorehabilitation has shown the benefits of both neuropsychological therapy and physical activity on cognitive performance. In this article, we highlight the synergies between these approaches, particularly in the context of "cognitive exergames" that are video games combining cognitive and physical exercise. Even though this area of research is rather novel, the available data suggests cognitive and physical benefits in the elderly, as well as people with brain lesions or neurodegeneration, and point towards the development of multimodal cognitive neurorehabilitation.