A constant task for every living organism is to decide whether to exploit rewards associated with current behavior or to explore the environment for more rewarding options. Current empirical evidence indicates that exploitation is related to phasic whereas exploration is related to tonic firing mode of noradrenergic neurons in the locus coeruleus. In humans, this exploration‐exploitation trade‐off is subserved by the ability to flexibly switch attention between task‐related and task‐irrelevant information. Here, we investigated whether this function, called attentional set shifting, is related to exploration and tonic noradrenergic discharge. We measured pretrial baseline pupil dilation, proved to be strongly correlated with the activity of the locus coeruleus, while human participants took part in well‐known tasks of attentional set shifting. Study 1 used the Wisconsin Card Sorting Task, whereas in Study 2, the Intra/Extradimensional Set Shifting Task was used. Both tasks require participants to choose between different compound stimuli based on feedback provided for their previous decisions. During the task, stimulus‐reward contingencies change periodically, thus participants are repeatedly required to reassess which stimulus features are relevant (i.e., they shift their attentional set). Our results showed that baseline pupil diameter steadily decreased when the stimulus‐reward contingencies were stable, whereas they suddenly increased when these contingencies changed. Analysis of looking patterns also confirmed the presence of exploratory behavior during attentional set shifting. Thus, our results suggest that tonic firing mode of noradrenergic neurons in the locus coeruleus is implicated in attentional set shifting, as it regulates the amount of exploration.