Macbeth's horror at his own thoughts reveals itself physically when he hallucinates at the end of Act 2, Scene 1, just prior to killing Duncan. Left alone, he gives a lengthy soliloquy (the purpose of which is to help the audience know his true thoughts and feelings). He asks,
Is this a dagger which I see before me,
The handle toward my hand? Come, let me clutch
I have not, and yet I see thee still. (2.1.44-47)
He feels that he sees a dagger, hovering in the air just in front of him, and yet when he tries to reach for it, he cannot grasp it. This is one way that we know that this is, indeed, a hallucination. Further, Macbeth, himself, then realizes that it is
A dagger of the mind, a false creation
Proceeding from the heat-oppressed brain [...]. (2.1.50-51)
He knows that he is hallucinating, and he attributes it to the combination of his feverish excitement and anticipation and dread of what he's about to do. He looks, momentarily, down at his own, real dagger, and when he looks back at the fantastic one, it is covered now in "gouts of blood," and so he understands that "It is the bloody business which informs / Thus to mine eyes" (2.1.60-61). In other words, it is his own horror at the terrible act he's to perform tonight that makes him see this phantom dagger.