This systematic review aims to reveal the effectiveness of proprioceptive exercise combined with dual-task training in stroke patients. The research was conducted using PubMed, Cochrane Library, Web of Science, and Scopus databases to evaluate studies of rehabilitation interventions with proprioceptive and dual-task exercises in patients with stroke. The keywords for the search were: “stroke” AND “proprioception” OR “proprioceptive” AND “rehabilitation” OR “training” OR “exercises” AND “dual-task” OR “task-performance” with the following inclusion criteria: comparative studies of rehabilitation interventions with proprioceptive and dual-task exercises in stroke patients. Of the 104,014 studies identified, 23 were included according to the inclusion criteria. Proprioceptive and dual-task exercises stimulate and promote postural balance, gait, and quality of life and reduce the risk of falls in stroke patients compared with traditional rehabilitation programs. In conclusion, this systematic review suggests that proprioceptive exercise combined with dual-task training is needed to improve balance and recover gait. Moreover, it provides a comprehensive overview of the literature on the various proprioceptive treatments with contextual dual-task exercises for imbalance after stroke, providing a guide for choosing a complete rehabilitation protocol that combines these two techniques.