Trust in human-robot collaboration plays a critical role, and it has been shown to affect operator performance, utilization, and experience. However, state-of-the-art methods to quantify trust in automation and robots relies on subjective questionnaires. Subjective questionnaires have many limitations; they cannot provide a continuous measurement, disturb the task at hand, and are subjective by nature; these factors significantly limit the insights that can be obtained from the empirical research. This work focuses on understanding the effect of trust using a multi-modal brain-behavioral approach. The participants worked collaboratively with a UR10 robot to assemble planetary gear. Continuous measures of the brain (functional near-infrared spectroscopy), physiology (electrocardiography, eye-tracking, electrodermal activity), and behavior (videorecording) were used to understand the differences in trusting and distrusting conditions.