This paper presents the StepKinnection game, a Kinect-driven stepping game for the elderly that delivers stepping exercises to train specific cognitive and physical abilities associated with falls. This system combines a set of suitable age-related features, meaningful exercise routines and an embedded clinical test for fall risk assessment. The combination of these three aspects makes the game potentially useful in practice as the game is appealing to the elderly cohort, trains one of the most important abilities to prevent falls and at the same time allows for a continuous assessment of health outcomes; characteristics not available in the literature nor in current commercial games.