Purpose <p>There is evidence that caffeine supplementation improves jump performance in studies where the design is randomised, counterbalanced, and placebo-controlled. However, there is recent evidence that this outcome is expectation-dependent, and a method that reduces expectancy is desired. Therefore, this study aimed to check whether caffeine supplementation improves jump performance in physically active women when the expectation of performance improvement is reduced.</p> Methods <p>Thirty-four women performed the squat jump and countermovement jump in four trials. The first day was a control trial. In the last three trials, participants received caffeine (6&#xa0;mg·kg⁻¹) but were informed that they would receive either caffeine (ergogenic), a placebo (ineffective), or lactic acid (ergolytic) randomly and blindly.</p> Results <p>Jump performance neither improves over the trials (P &gt; 0.05) nor across different expectations (P &gt; 0.05). Still, there is a moderate chance (&gt; 75%) of observing similar performance between the control and supplementation trials, or through different expectations.</p> Conclusion <p>We conclude that caffeine supplementation does not improve jump performance in women when positive expectation is decreased.</p>