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In Generalized Anxiety Disorder (GAD), fluctuations in ongoing thoughts (i.e., mind-wandering) often take the form of rigid and intrusive perseverative cognition, such as worry. Here, we sought to characterise the neural correlates of mind-wandering and perseverative cognition, alongside autonomic nervous system indices of central arousal, notably pupil dilation. We implemented a protocol incorporating the dynamic delivery of thought-probes within a functional neuroimaging task. Sixteen individuals with GAD and sixteen matched healthy controls (HC) underwent functional magnetic resonance imaging with concomitant pupillometry. Participants performed a series of low-demand tracking tasks, responding to occasional changes in a target stimulus. Such a task is typically accompanied by self-generated, off-task thinking. Thought-probes were triggered based on an individual's response time (RT) when responding to the change in the target. Subjective reports showed that long RT predicted off-task thinking/mind-wandering. Moreover, long RT and mind-wandering were also associated with larger pupil diameter. This effect was exaggerated in GAD patients during perseverative cognition. Within brain, during both pre-target periods and target events, there were distinct neural correlates for mind-wandering (e.g., anterior cingulate and paracingulate activation at target onset) and perseverative cognition (e.g., opposite patterns of activation in posterior cingulate and cerebellum at target onset in HC and GAD). Results suggest that not only attention systems but also sensory-motor cortices are important during off-task states. Interestingly, changes across the ‘default mode network’ also tracked fluctuations in pupillary size. Autonomic expression in pupillary changes mirrors brain activation patterns that occur during different forms of repetitive thinking.