Face anti-spoofing (FAS) seeks to discriminate genuine faces from fake ones arising from any type of spoofing attack. Due to the wide variety of attacks, it is implausible to obtain training data that spans all attack types. We propose to leverage physical cues to attain better generalization on unseen domains. As a specific demonstration, we use physically guided proxy cues such as depth, reflection, and material to complement our main anti-spoofing (a.k.a liveness detection) task, with the intuition that genuine faces across domains have consistent face like geometry, minimal reflection, and skin material. We introduce a novel uncertainty-aware attention scheme that independently learns to weigh the relative contributions of the main and proxy tasks, preventing the over confident issue with traditional attention modules. Further, we propose attribute-assisted hard negative mining to disentangle liveness irrelevant features with liveness features during learning. We evaluate extensively on public benchmarks with intra-dataset and inter-dataset protocols. Our method achieves superior performance especially in unseen domain generalization for FAS.