Psychophysiological measurements, which serve as objective indicators of psychological state, have recently been introduced into human–robot interaction. However, their usefulness in haptic interaction is uncertain, since they are influenced by physical workload. This study analyses psychophysiological responses to a haptic task with three different difficulty levels and two different levels of physical load. Four physiological responses were recorded: heart rate, skin conductance, respiratory rate and skin temperature. Results show that mean respiratory rate, respiratory rate variability and skin temperature show significant differences between difficulty levels regardless of physical load and can be used to estimate cognitive workload in haptic interaction.