The formation of temporal expectation (i.e., the prediction of "when") is of prime importance to sensory processing. It can modulate sensory processing at early processing stages probably via the entrainment of low-frequency neuronal oscillations in the brain. However, sensory predictions involve not only temporal expectation but also spectral expectation (i.e., the prediction of "what"). Here we investigated how temporal expectation may interrelate with spectral expectation by explicitly setting up temporal expectation and spectral expectation in a target detection task. We found that reaction time (RT) was shorter when targets were temporally expected than when they were temporally unexpected. The temporal expectation effect was larger with than without spectral expectation. However, this interaction in the behavioural data did not result from an interaction in the electroencephalography (EEG), where we observed independent main effects of temporal expectation and spectral expectation. More precisely, we found that the N1 and P2 event-related potential (ERP) components and the entrainment of low-frequency neuronal oscillations were exclusively modulated by temporal expectation, whilst only the P3 ERP component was modulated by spectral expectation. Our results, thus, support the idea that temporal expectation and spectral expectation operate in distinct fashion on neuronal populations.