This Perspective adapts the ViolEx Model, a framework validated in several clinical conditions, to better understand the role of expectations in the recovery and/or maintenance of musculoskeletal (MSK) pain. Here, particular attention is given to the condition in which dysfunctional expectations are maintained despite no longer being supported by confirmatory evidence (i.e., belief—lifting the arm leads to permanent tendon damage; evidence—after the patient lifts the arm no tendon damage occurs). While the ViolEx Model suggests that cognitive immunization strategies are responsible for the maintenance of dysfunctional expectations, we suggest that such phenomenon can also be understood from a Bayesian Brain perspective, according to which the level of precision of the priors (i.e., expectations) is the determinant factor accounting for the extent of priors’ updating (i.e., we merge the two frameworks, suggesting that highly precise prior can lead to cognitive immunization responses). Importantly, this Perspective translates the theory behind these two frameworks into clinical suggestions. Precisely, it is argued that different strategies should be implemented when treating MSK pain patients, depending on the nature of their expectations (i.e., positive or negative and the level of their precision).