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Subjective expectations are known to be associated with clinical outcomes. However, expectations exist about different aspects of recovery, and few studies have focused on expectations about specific treatments. Here, we present results from a prospective observational study of patients receiving lumbar steroid injections against low back pain (N = 252). Patients completed questionnaires directly before (T1), directly after (T2), and 2 weeks after (T3) the injection. In addition to pain intensity, we assessed expectations (and certainty therein) about treatment effects, using both numerical rating scale (NRS) and the Expectation for Treatment Scale (ETS). Regression models were used to explain (within-sample) treatment outcome (pain intensity at T3) based on pain levels, expectations, and certainty at T1 and T2. Using cross-validation, we examined the models' ability to predict (out-of-sample) treatment outcome. Pain intensity significantly decreased (P < 10−15) 2 weeks after injections, with a reduction of the median NRS score from 6 to 3. Numerical Rating Scale measures of pain, expectation, and certainty from T1 jointly explained treatment outcome (P < 10−15, R2 = 0.31). Expectations at T1 explained outcome on its own (P < 10−10,f2=0.19) and enabled out-of-sample predictions about outcome (P < 10−4), with a median error of 1.36 on a 0 to 10 NRS. Including measures from T2 did not significantly improve models. Using the ETS as an alternative measurement of treatment expectations (sensitivity analysis) gave consistent results. Our results demonstrate that treatment expectations play an important role for clinical outcome after lumbar injections and may represent targets for concomitant cognitive interventions. Predicting outcomes based on simple questionnaires might be useful to support treatment selection.