Background: In this study, we investigate the moderated association of school connectedness and alcohol expectancies with adolescent drinking. Methods: Two large community samples were obtained with 2 repeated attempted censuses of all students attending a large suburban school district. Participants completed a self-administered questionnaire that assessed substance use, alcohol expectancies, and school connectedness. We used logistic regression analyses on the training sample and confirmed with Bayesian test intervals with the test sample. Results: Party related alcohol expectancies and school connectedness interacted in their explanatory association with recent drinking and binging, such that school connectedness had a protective association only for youth with lower positive expectancies. These findings were the result of pre-planned exploratory analysis, which were confirmed with out-of-sample test data. Conclusions: The potential benefits for student health behaviors resulting from improved school connectedness may be dependent on at least one dimension of alcohol expectancies, at the individual level.