In everyday perception, we combine incoming sensory information with prior expectations. Expectations can be induced by cues that indicate the probability of following sensory events. The information provided by cues may differ and hence lead to different levels of uncertainty about which event will follow. In this experiment, we employed pupillometry to investigate whether the pupil dilation response to visual cues varies depending on the level of cue‐associated uncertainty about a following auditory outcome. Also, we tested whether the pupil dilation response reflects the amount of surprise about the subsequently presented auditory stimulus. In each trial, participants were presented with a visual cue (face image) which was followed by an auditory outcome (spoken vowel). After the face cue, participants had to indicate by keypress which of three auditory vowels they expected to hear next. We manipulated the cue‐associated uncertainty by varying the probabilistic cue‐outcome contingencies: One face was most likely followed by one specific vowel (low cue uncertainty), another face was equally likely followed by either of two vowels (intermediate cue uncertainty) and the third face was followed by all three vowels (high cue uncertainty). Our results suggest that pupil dilation in response to task‐relevant cues depends on the associated uncertainty, but only for large differences in the cue‐associated uncertainty. Additionally, in response to the auditory outcomes, the pupil dilation scaled negatively with the cue‐dependent probabilities, likely signalling the amount of surprise.