Binaural beats have been used as a way of modifying cognition via auditory stimulation. A recent meta-analysis suggests that binaural beat stimulation can have a positive effect on attention (Garcia-Argibay, Santed, & Reales, 2019), with the sample-weighted average effect size being about .58. This is an intriguing and potentially useful finding, both theoretically and practically. In the present study, we focus on sustained attention. We delivered beta-frequency (16 Hz) binaural auditory beat stimulation during a sustained attention task (the psychomotor vigilance task). In Experiment 1, reaction times were numerically faster under beat stimulation than control stimulation in a between-subjects design. However, the effect was modest in magnitude, and model comparisons using Bayes Factors were indiscriminate between including and excluding the effect from the model. We followed this initial experiment two additional experiments. In the second experiment, we added thought probes to measure any changes in task-engagement associated with binaural beat stimulation. The beat stimulation had no effect on reaction times in Experiment 2, and it did not affect the thought probes responses. Combining data across the two experiments indicated rather strong evidence against the hypothesis that beta-frequency binaural beats can augment sustained attention. Finally, in Experiment 3, we investigated whether pupillary measures of arousal and/or task-engagement would be affected by binaural beat stimulation. There was no evidence for such effects. Overall, we did not observe any convincing evidence that binaural auditory beat stimulation effects sustained attention or its subjective and physiological correlates.