Neurophysiological markers of the ability to sustain attention and exert inhibitory control of inappropriate responses have usually relied on neuroimaging methods, which are not easily applicable to real-world settings. The current research tested the ability of electroencephalographic and skin temperature markers to predict performance during the Sustained Attention to Response Task (SART), which demands vigilance and inhibitory control. In Experiment 1, we recorded the electroencephalogram (EEG) during the performance of SART and found that event-related potentials underlying inhibitory control (N1 and N2/P3) were influenced by a time on task effect, suggesting a decrement in attentional resources necessary for optimal inhibitory control. In Experiments 2 and 3, we recorded skin temperatures (distal, proximal and the distal-proximal temperature gradient –DPG) and found that they were sensitive to differential demands of mental workload, and that they were related to behavioural performance in the SART. This study suggests that the recording of EEG and skin temperature may be used to monitor fluctuations of attention in natural settings, although further research should clarify the exact psychological interpretation of these physiological indices.