Active attention and engagement are important in improving users’ learning experiences. Engagement refers to the level of involvement and interest individuals show towards a particular task. Attention, on the other hand, refers to a state where someone is entirely focused on a particular task with conscious awareness. Engagement and attention are different but closely linked concepts and can influence each other bidirectionally [23]. To explore the relationship between user engagement and attention, we introduce the Diverse Reactions of Engagement and Attention Mind States (DREAMS) dataset. The dataset includes facial video recordings of 32 users in naturalistic settings watching various stimuli to evoke diverse emotions. We then analyze user engagement and attention states in these videos by framing it as a classification problem, exploring single-task, transfer learning task, and multi-task settings. In single and transfer learning task settings, separate networks are applied to predict engagement and attention states. Whereas in multi-task settings a shared network is applied, which jointly learns to predict both engagement and attention states. Moreover, we examine participants’ performance on video-based questionnaires and evaluate their perceived cognitive workload. In our findings, we observe (a) better classification performance in predicting engagement states in both transfer and multi-task learning compared to single-task learning and (b) higher engagement and attention states correlate with lower cognitive load and improved task performance. The dataset and the code are publicly available and can be accessed through https://sites.google.com/view/dreams-dataset/dataset .