Sudden and threatening stimuli can trigger a startle reflex, a stereotyped physiological response that may lead to a brief cognitive incapacitation. Better understanding this reaction would be beneficial to safety-critical occupational domains. We characterized some physiological correlates of the startle response while participants completed a difficult task (Toulouse N-back task) tapping executive functions. During the task, loud and threatening sounds were presented unpredictably to trigger a startle reflex. Brain activity and facial skin temperature were measured in 34 participants using functional near-infrared spectroscopy (fNIRS) and functional infrared thermal imaging (fITI), respectively. In the high difficulty condition, participants were generally less efficient, but their performance improved slightly following startle in the high difficulty condition. Brain activity in the right prefrontal cortex was also higher following startle, potentially reflecting a compensatory overactivation to sustain performance. Interestingly, higher trait-anxiety was associated with lower task performance, still following startle in the high difficulty condition. Finally, we found a decrease in temperature of the right eye and right cheek as well as an increase in the nose temperature following startle. These results underscore the complexity of startle-induced cognitive and physiological dynamics, which may have implications for occupational settings where managing sudden stressors is crucial.