Over the past several decades, empirical and theoretical work has focused on the question of whether it is possible to purposefully improve cognitive functioning through behavioral interventions. Accordingly, a field is emerging around cognitive training, be it through executive function training, video game play, music training, aerobic exercise, or mindfulness meditation. One concern that has been raised regarding the results of this field centers on the potential impact of participants' expectations. Suggestions have been raised that participants may, at least in some cases, show improvements in performance because they expect to improve, rather than because of any mechanisms inherent in the behavioral interventions per se. The present paper discusses the latest views on expectations and the new methodological challenges they raise when considering the effectiveness of behavioral interventions on human behavior, and in particular cognition.