African-American women with type 2 diabetes experience limited weight loss in behavioral weight control programs. Some research suggests that overly ambitious weight loss expectations may negatively affect weight losses achieved but it is unknown whether they affect weight loss among African-American women. The current study examined personal weight loss goals and expected satisfaction with a reasonable weight loss among African-American women with type 2 diabetes starting a behavioral obesity treatment. We also explored associations among these factors and weight loss treatment outcomes. Self-identified African-American women (N = 84) in a 24-session group program were assessed at baseline and 6-month follow-up. At baseline, women indicated weight loss goals of 14.1 ± 6.6 kg (14% of initial weight). They also reported relatively high expected satisfaction with a reasonable weight loss (7–10%). On average, participants lost 3.0 ± 3.9 kg (3% of initial weight) and attended 73 ± 21% of group sessions. Neither weight loss goals nor expected satisfaction with a reasonable weight loss was correlated with either actual weight loss outcome or attendance. Having higher personal weight loss goals was associated with lower expectations of satisfaction with a reasonable weight loss. This suggests that African-American women with type 2 diabetes enter treatment hoping to lose far more weight than they are likely to achieve. It is important to understand the psychosocial sequelae of failing to reach these goals on subsequent weight maintenance and future weight loss attempts within this population.