Harmonic expectation is an important generator of musical experience often explained through mechanisms of statistical learning. EEG research has identified ERP components associated with expectation, including the Early (Right) Anterior Negativity (E(R)AN), which is theorized to index harmonic surprisal with reference to long-term memory of the statistical structure of music. However, the role of top-down influence remains under-explored. We present data from a novel paradigm that cues listeners to the syntactic structure of the stimuli (but not whether they contain improbable events). Our main result revealed larger E(R)AN amplitudes for surprising chords when listeners knew that additional context would follow a surprising harmony. We propose that listeners prospectively integrate surprising chords with anticipated future context, rather than responding to them solely through automatic probability assessment. Musical surprisal arises from a dynamic interplay between bottom-up cues and a listener’s top-down anticipated syntactic structure.