Combining brain imaging with dual-task paradigms provides a quantitative, direct metric of cognitive load that is agnostic to the motor task. This work aimed to quantitatively assess cognitive load during activities of daily living–sitting, standing, and walking–using a commercial dry encephalography headset. We recorded participants’ brain activity while engaging in a stimulus paradigm that elicited event-related potentials. The stimulus paradigm consisted of an auditory oddball task in which participants had to report the number of oddball tones that were heard during each motor task. We extracted the P3 event-related potential, which is inversely proportional to cognitive load, from EEG signals in each condition. Our main findings showed that P3 was significantly lower during walking compared to sitting (p= .039), suggesting that cognitive load was higher during walking compared to the other activities. There were no significant differences in P3 between sitting and standing. Head motion did not have a significant impact on the measurement of cognitive load. This work validates the use of a commercial dry-EEG headset for measuring cognitive load across different motor tasks. The ability to accurately measure cognitive load in dynamic activities opens new avenues for exploring cognitive-motor interactions in individuals with and without motor impairments. This work highlights the potential of dry EEG for measuring cognitive load in naturalistic settings.