In this work, we aim to contribute to the understanding of the human pro-social behavior by studying the influence that a particular form of social pressure "being watched" has on the evolution of cooperative behavior. We study how cooperation emerge in multiplex complex topologies by analyzing a particular bidirectionally-coupled dynamics on top of a two-layers multiplex network (duplex). The coupled dynamics appears between the Prisoner's Dilemma game in a network, and a threshold cascade model in the other. The threshold model is intended to abstract the behavior of a network of vigilant nodes, that impose pressure of being observed altering hence the temptation to defect of the dilemma. Cooperation or defection in the game also affects the state of a node of being vigilant. We analyze these processes on different duplex networks structures and assess the influence of the topology, average degree and correlated multiplexity, on the outcome of cooperation. Interestingly, we find that the social pressure of vigilance may impact cooperation positively or negatively, depending on the duplex structure, specifically the degree correlations between layers is determinant. Our results give further quantitative insights in the promotion of cooperation under social pressure.