A key aspect of learning is the formation of expectations, with animals responding differently if expected rewards are subsequently downgraded. Individuals may show contrast effects, characterised by an exaggerated response compared with control individuals (who do not receive the reward downgrade). Alternatively, they may show a gradual change in response to an altered reward. Studies of birds have, to date, shown a lack of consistency in the responses found. The aim of this study was therefore to characterise behavioural and physiological responses to a reward alteration and to identify potential indicators of a change in expectation in chickens. Sixteen chickens were trained in a runway apparatus to expect a mealworm reward. During testing, which consisted of 10 consecutive trials, all chickens were fed mealworms in their first trial. From the second trial onwards, the reward was unexpectedly altered to a seed-mix for half the birds (contrast group); the rest of the birds (control group) continued to be fed mealworms. Behaviour (the number of head movements during a reward viewing period and latency to reward) and physiology (reward heart rate (HR) and eye and maximum head temperature) were monitored during each trial to assess responses to reward alteration. After the reward had been altered, latency to reach the reward significantly increased and the number of head movements and reward HR significantly decreased across the remaining trials for the contrast group, when compared with the control group. However, those significant differences were not apparent in the first trial after the reward was altered. The general decrease in arousal shown by chickens in the contrast group suggests that they changed their expectations gradually, rather than showing immediate frustration-like responses. Moreover, our study indicates that the measures of arousal used here are appropriate indicators of a change in expectation in chickens.