Attention is a key cognitive phenomenon that is studied to understand cognitive disorders or even to estimate workloads to prevent accidents. Usually, it is studied using brain activity, even though it has many psychophysiological correlates. In the present study, we aim to evaluate if finger temperature, as a surrogate of peripheral vasoconstriction, can be used to obtain similar and complementary information to electroencephalography (EEG) brain activity measurements. To conduct this, 34 participants were recruited and submitted to performing four tasks—one as a baseline, and three attentional tasks. These three attentional tasks measured sustained attention, resilience to distractors, and attentional resources. During the tasks, the room, forehead, tympanic, and finger temperatures were measured. Furthermore, we included a 32-channel EEG recording. Our results showed a strong monotonic association between the finger temperature and the Alpha and Beta EEG spectral bands. When predicting attentional performance, the finger temperature was complementary to the EEG spectral measurements, through the prediction of aspects of attentional performance that had not been assessed by spectral EEG activity, or through the improvement of the model’s fit. We also found that during the baseline task (non-goal-oriented task), the spectral EEG activity has an inverted correlation, as compared to a goal-oriented task. Our current results suggest that the psychophysiological assessment of attention is complementary to classic EEG approach, while also having the advantage of easy implementation of analysis tools in environments of reducing control (workplaces, student classrooms).