Purpose – The purpose of this paper is to analyze the moderating roles of future job expectations and efficacy beliefs in employees’ responses to unmet job expectations, i.e. emotional exhaustion, job satisfaction, and turnover intention. It also investigates whether and how work experience influences the interactive effects of unmet job expectations and efficacy beliefs on employees’ responses. Design/methodology/approach – Data were collected from 227 employees from a wide range of sectors. Hierarchical multiple regression analyses were used to test the hypotheses. Findings – The results showed that the relationships between unmet job expectations and emotional exhaustion and job satisfaction were stronger for employees with more positive future job expectations. In addition, efficacy beliefs moderated the relationship between unmet job expectations and turnover intention. For employees with more work experience, efficacy beliefs had a stronger moderating role in the relationship between unmet job expectations and the employees’ responses. Research limitations/implications – The common method variance might have inflated main effects at the expense of interaction effects. This study contributes to the understanding about the job expectations literature by demonstrating how individual-level factors moderate employees’ responses to unmet expectations. Practical implications – The results suggest that organizations need to manage their employees’ future job expectations, especially when these employees have higher levels of self-efficacy and work experience. Originality/value – This study is one of the first attempts to empirically explore how employees differ in their responses to unmet job expectations.