Mind wandering is a natural, transient state wherein our neurocognitive systems become temporarily decoupled from the external sensory environment as our thoughts drift away from the current task at hand. Yet despite the ubiquity of mind wandering in everyday human life, we rarely seem impaired in our ability to adaptively respond to the external environment when mind wandering. This suggests that despite widespread neurocognitive decoupling during mind wandering states, we may nevertheless retain some capacity to attentionally monitor external events. But what specific capacities? In Experiment 1, using traditional performance measures, we found that both volitional and automatic forms of visual–spatial attentional orienting were significantly attenuated when mind wandering. In Experiment 2, however, ERPs revealed that, during mind wandering states, there was a relative preservation of sensitivity to deviant or unexpected sensory events, as measured via the auditory N1 component. Taken together, our findings suggest that, although some selective attentional processes may be subject to down-regulation during mind wandering, we may adaptively compensate for these neurocognitively decoupled states by maintaining automatic deviance–detection functions.