Cognitively driven pupil modulations reflect certain underlying brain functions. What do these reflections tell us? Here, we review findings that have identified key roles for three neural systems: cortical modulation of the pretectal olivary nucleus (PON), which controls the pupillary light reflex; the superior colliculus (SC), which mediates orienting responses, including pupil changes to salient stimuli; and the locus coeruleus (LC)-norepinephrine (NE) neuromodulatory system, which mediates relationships between pupil-linked arousal and cognition. We discuss how these findings can inform the interpretation of pupil measurements in terms of activation of these neural systems. We also highlight caveats, open questions, and key directions for future experiments for improving these interpretations in terms of the underlying neural dynamics throughout the brain.