The current set of studies assesses whether the unexpected nature of goal expectation violations (e.g., unexpectedly or expectedly failing a test) can be detected across five categories of compensatory responses (i.e., allocation of resources, changes in disposition, changes in ability, changes in processing and perception, and changes in tactic), as well as the hypothesized catalysts of these changes (i.e., feelings of threat and vulnerability). In three experiments, participants were randomly assigned to imagine experiencing an unexpected or expected goal frustration. In Studies 1a and 1b, in comparison to identical, but foreseeable, impediments, unexpected goal expectation violations caused reduced levels of creativity, increased need for personal structure, reduced goal adjustment, increased goal rumination, and increased willingness to endure purposive harm. In Study 2, the psychological mechanism posited to be responsible for the unique influence of the unexpected nature of goal violations was assessed. As predicted, participants appraised an unexpected goal expectation violation as more threatening, causing more vulnerability, and leading to more psychological disequilibrium than an identical, but expected, negative occurrence. Taken together, the current studies indicate that the unexpected nature of a goal frustration is responsible for increased perceptions of threat, increased levels of vulnerability, and change across five categories of responses.