The neurophysiological characteristics of sustained attention states are unclear in discrete multi-finger force control tasks. In this article, we developed an immersive visuo-haptic task for conducting stimulus-response measurements. Visual cues were randomly provided to signify the required amplitude and tolerance of fingertip force. Participants were required to respond to the visual cues by pressing force transducers using their fingertips. Response time variation was taken as a behavioral measure of sustained attention states during the task. 50% low-variability trials were classified as the optimal state and the other high-variability trials were classified as the suboptimal state using z-scoring over time. A 64-channel electroencephalogram (EEG) acquisition system was used to collect brain activities during the tasks. The haptics-elicited potential amplitude at 20 ∼ 40 ms in latency and over the frontal-central region significantly decreased in the optimal state. Furthermore, the alpha-band power in the spectra of 8 ∼ 13 Hz was significantly suppressed in the frontal-central, right temporal, and parietal regions in the optimal state. Taken together, we have identified neuroelectrophysiological features that were associated with sustained attention during multi-finger force control tasks, which would be potentially used in the development of closed-loop attention detection and training systems exploiting haptic interaction.