OBJECTIVE To prospectively investigate the relation between cannabis use expectancies and cannabis use prior to and during a self-initiated cannabis cessation attempt. METHODS Cohort design that followed participants for 4 weeks following a self-initiated cessation attempt. METHODS United States Department of Veterans Affairs medical center. METHODS One hundred cannabis dependent military veterans. METHODS The Marijuana Effects Expectancy Questionnaire at baseline; the timeline follow-back procedure at baseline and during the cessation attempt. RESULTS Cannabis use at baseline was associated with positive (P = 0.01), but not negative (P = 0.25), expectancies. Cannabis lapse was associated with positive (P = 0.03) and negative expectancies (P = 0.01), and relapse was associated with positive (P = 0.04), but not negative (P = 0.21), expectancies. The trajectory of average cannabis use during the cessation period was associated with positive (P = 0.03), but not negative (P = 0.96), expectancies. Results were similar in effect and statistical significance when adjusting for demographic factors, motivation to quit cannabis, mental disorder diagnoses, and alcohol and tobacco use, and when analyzing complete data sets obtained through multiple imputation. CONCLUSIONS In the USA, cannabis use expectancies, especially those regarding the positive effects of cannabis use, appear to be strongly and consistently linked to cannabis use and quit failure.