Functional Near Infrared-Spectroscopy (fNIRS) represents a powerful tool to non-invasively study task-evoked brain activity. fNIRS assessment of cortical activity may suffer for contamination by physiological noises of different origin (e.g. heart beat, respiration, blood pressure, skin blood flow), both task-evoked and spontaneous. Spontaneous changes occur at different time scales and, even if they are not directly elicited by tasks, their amplitude may result task-modulated. In this study, concentration changes of hemoglobin were recorded over the prefrontal cortex while simultaneously recording the facial temperature variations of the participants through functional infrared thermal (fIR) imaging. fIR imaging provides touch-less estimation of the thermal expression of peripheral autonomic. Wavelet analysis revealed task-modulation of the very low frequency (VLF) components of both fNIRS and fIR signals and strong coherence between them. Our results indicate that subjective cognitive and autonomic activities are intimately linked and that the VLF component of the fNIRS signal is affected by the autonomic activity elicited by the cognitive task. Moreover, we showed that task-modulated changes in vascular tone occur both at a superficial and at larger depth in the brain. Combined use of fNIRS and fIR imaging can effectively quantify the impact of VLF autonomic activity on the fNIRS signals.