The present study examined the expectancies of clients with social phobia that they would benefit from cognitive-behavioral group treatment. Lower expectancies for positive outcome were related to greater severity of social phobia, duration of social phobia, and depression. Lower expectancies were also reported by individuals with the generalized subtype of social phobia, but expectancies were not further influenced by the presence of other Axis I disorders. Expectancy ratings did not differ between clients who dropped out of treatment and those who did not, but, after pretreatment severity of social phobia was accounted for, expectancies significantly predicted improvement among treatment completers. Clients' expectancy beliefs may be an important factor to address in the prediction of who will benefit from a cognitive-behavioral treatment, even when that treatment has demonstrated specific efficacy.