Vigilance estimation of drivers is a hot research field of current traffic safety. Wearable devices can monitor information regarding the driver’s state in real time, which is then analyzed by a data analysis model to provide an estimation of vigilance. The accuracy of the data analysis model directly affects the effect of vigilance estimation. In this paper, we propose a deep coupling recurrent auto-encoder (DCRA) that combines electroencephalography (EEG) and electrooculography (EOG). This model uses a coupling layer to connect two single-modal auto-encoders to construct a joint objective loss function optimization model, which consists of single-modal loss and multi-modal loss. The single-modal loss is measured by Euclidean distance, and the multi-modal loss is measured by a Mahalanobis distance of metric learning, which can effectively reflect the distance between different modal data so that the distance between different modes can be described more accurately in the new feature space based on the metric matrix. In order to ensure gradient stability in the long sequence learning process, a multi-layer gated recurrent unit (GRU) auto-encoder model was adopted. The DCRA integrates data feature extraction and feature fusion. Relevant comparative experiments show that the DCRA is better than the single-modal method and the latest multi-modal fusion. The DCRA has a lower root mean square error (RMSE) and a higher Pearson correlation coefficient (PCC).