In four experiments, the association between arousal state and different mind-wandering states was examined. Participants performed a sustained attention task while pupil responses were continuously recorded. Periodically during the task, participants were presented with thought probes to determine if they were on task or mind wandering. Across the four experiments, the results suggested that in situations that promoted on-task behaviors and focused external attention, mind wandering was associated with lowered arousal, as seen by smaller tonic pupil diameters and smaller phasic pupillary responses. However, in situations that promoted a more internal focus of attention, there were no differences between on-task states and mind wandering in tonic pupil diameter (although differences emerged for phasic pupillary responses), suggesting similar arousal levels. Furthermore, across the four experiments, mind blanking and mind wandering dissociated in terms of whether the situation promoted focused external attention or focused internal attention. These results are broadly consistent with the notion that mind wandering is a heterogeneous construct, with different forms of mind wandering being associated with different arousal states, and suggest that a combination of behavioral and pupillary measures can be used to track these various states.