The neurofeedback (NF) inefficacy problem refers to the variability in NF success and has been associated with attentional and motivational factors. Sustaining attention on any task over an extended period is demanding and leads to attentional drops. By using eye-tracking and skin conductance, we aimed at extracting physiological features linked to cognitive work, with the further purpose of monitoring changes in task engagement during NF sessions. Here, we present preliminary results on pupil diameter (PD) and phasic skin conductance responses (ISCR) linked to cognitive task execution. We observed that changes in both features are associated with performance and time-on-task. Thus, PD and ISCR decreased along the task while the performance increased. However, this trend is affected by manipulation of the task difficulty level. We also monitored, in the same participants, PD and ISCR during one NF session. Finally, we discussed preliminary ideas for target adaptation during NF sessions based on eye-tracking and skin conductance monitoring.