We measured participants' psychophysiological responses and gaze behavior while viewing a stimulus person's direct and averted gaze in three different conditions manipulating the participants' experience of being watched. The results showed that skin conductance responses and heart rate deceleration responses were greater to direct than averted gaze only in the condition in which the participants had the experience of being watched by the other individual. In contrast, gaze direction had no effects on these responses when the participants were manipulated to believe that the other individual could not watch them or when the stimulus person was presented in a pre-recorded video. Importantly, the eye tracking measures showed no differences in participants' looking behavior between these stimulus presentation conditions. The results of facial electromyography responses suggested that direct gaze elicited greater zygomatic and periocular responses than averted gaze did, independent of the presentation condition. It was concluded that the affective arousal and attention-orienting indexing autonomic responses to eye contact are driven by the experience of being watched. In contrast, the facial responses seem to reflect automatized affiliative responses which can be elicited even in conditions in which seeing another's direct gaze does not signal that the self is being watched.