Attention is preferentially deployed toward those stimuli which are threatening and those which are surprising. The current paper examines the intersection of these phenomena; how do expectations about the threatening nature of stimuli influence the deployment of attention? The predictions tested were that individuals would direct attention toward stimuli which were expected to be threatening (regardless of whether they were or not) and toward stimuli which were surprising. As anxiety has been associated with deficient control of attention to threat, it was additionally predicted that high levels of trait anxiety would be associated with deficits in the use of threat-expectation to guide attention. During fMRI scanning, 29 healthy volunteers completed a simple task in which threat-expectation was manipulated by altering the frequency with which fearful or neutral faces were presented. Individual estimates of threat-expectation and surprise were created using a Bayesian computational model. The degree to which the model derived estimates of threat-expectation and surprise were able to explain both a behavioral measure of attention to the faces and activity in the visual cortex and anterior attentional control areas was then tested. As predicted, increased threat-expectation and surprise were associated with increases in both the behavioral and neuroimaging measures of attention to the faces. Additionally, regions of the orbitofrontal cortex and left amygdala were found to covary with threat-expectation whereas anterior cingulate and lateral prefrontal cortices covaried with surprise. Individuals with higher levels of trait anxiety were less able to modify neuroimaging measures of attention in response to threat-expectation. These results suggest that continuously calculated estimates of the probability of threat may plausibly be used to influence the deployment of visual attention and that use of this information is perturbed in anxious individuals.