The process of information concealment is more relevant than ever in this day and age. Using a modified concealed-information test (CIT), we aimed to unmask this process by investigating both the decision and the attempt to conceal information in 38 students. The attempt to conceal (vs. reveal) information induced a differential physiological response pattern within subjects—whereas skin conductance increased in both conditions, respiration and heart rate were suppressed only in the conceal condition—confirming the idea that these measures reflect different underlying mechanisms. The decision to conceal (vs. reveal) information induced enhanced anticipatory skin conductance responses. To our knowledge, this is the first study that observed such anticipatory responses in an information-concealment paradigm. Together, these findings imply that our physiological responses reflect, to some degree, both the decision and the attempt to conceal information. In addition to strengthening CIT theory, this knowledge sheds novel light on anticipatory responding in decision making.