Psychosocial stress has increased considerably in our modern lifestyle, affecting global mental health. Deficits in attentional control are cardinal features of stress disorders and pathological anxiety. Studies suggest that changes in the locus coeruleus-norepinephrine system could underlie the effects of stress on top-down attentional control. However, the impact of psychosocial stress on attentional processes and its underlying neural mechanisms are poorly understood. This study aims to investigate the effect of psychosocial stress on attentional processing and brain signatures. Evoked potentials and pupillary activity related to the oddball auditory paradigm were recorded before and after applying the Montreal Imaging Stress Task (MIST). Electrocardiogram (ECG), salivary cortisol, and subjective anxiety/stress levels were measured at different experimental periods. The control group experienced the same physical and cognitive effort but without the psychosocial stress component. The results showed that stressed subjects exhibited decreased P3a and P3b amplitude, pupil phasic response, and correct responses. On the other hand, they displayed an increase in Mismatch Negativity (MMN). N1 amplitude after MIST only decreased in the control group. We found that differences in P3b amplitude between the first and second oddball were significantly correlated with pupillary dilation and salivary cortisol levels. Our results suggest that under social-evaluative threat, basal activity of the coeruleus-norepinephrine system increases, enhancing alertness and decreasing voluntary attentional resources for the cognitive task. These findings contribute to understanding the neurobiological basis of attentional changes in pathologies associated with chronic psychosocial stress.