This question is related to the mind body problem, specifically how cognition, which is mental, plays a role in causal processes. Cognition includes thinking, seeing, imagining, understanding, recognizing, knowing, etc.
For example, we might see a car coming at us and feel fear. The fear response is physical since we can feel our body physically going through changes like heart beating faster, sweating, etc. But this is all a result of knowing that a car is coming and knowing that this is a danger.
Compare this to a causal fear response like jumping after being surprised by someone, which involves no or very little cognition, or "evolutionary fears" like of spiders or the dark that happen despite cognition. Fear of spiders or the dark or is almost like a positivist "sense impression" since it has a directly causal effect once seen and skips over the cognitive process. Being scared by surprise seems to to not even be a sense impression at all and instead is more just a neutral sudden change, without regard to any content.
In contrast to these, most cases of fear involve knowing or anticipating something. I chose fear as an example but the influence of cognition on the body can also be applied to emotions and drives like hunger or sexuality.