Our perception of how others expect us to feel has significant implications for our emotional functioning. Across 4 studies we demonstrate that when people think others expect them not to feel negative emotions (i.e., sadness) they experience more negative emotion and reduced well-being. We show that perceived social expectancies predict these differences in emotion and well-being both more consistently than - and independently of - personal expectancies, and that they do so by promoting negative self-evaluation when experiencing negative emotion. We find evidence for these effects within Australia (Studies 1 and 2) as well as Japan (Study 2), although the effects of social expectancies are especially evident in the former (Studies 1 and 2). We also find experimental evidence for the causal role of social expectancies in negative emotional responses to negative emotional events (Studies 3 and 4). In short, when people perceive that others think they should feel happy, and not sad, this leads them to feel sad more frequently and intensely.