We investigated participants' task set preparation by measuring changes in pupil diameter during a blank interval as they prepared for an easy (i.e., prosaccade) or difficult (i.e., antisaccade) trial. We used occasional thought probes to gauge "on-task" thoughts versus mind wandering. In both studies, participants' pupil diameters were larger when anticipating an antisaccade, relative to a prosaccade, trial. In contrast, their self-reported mind wandering depended upon whether the thought probes occurred after their target detection response (Experiment 1) or occurred in lieu of target detection (Experiment 2). In the latter case, self-reported mind wandering echoed the pupil diameter changes in demonstrating greater off-task behavior when preparing for a prosaccade trial. More important, trial type effects in pupil diameter emerged only when participants reported being "on-task," but disappeared during periods of mind wandering. These results demonstrate that changes in pupil diameter reflect the degree of preparatory control exerted for an upcoming trial, but only when attention is actively focused on the upcoming task.