This research examined the roles of expectations (innovative self-efficiency and outcome expectation) and innovative work behaviour in innovation-related output among employees in the banking industry in Ebonyi State. It comprises a cross-sectional survey of 104 employees drawn from four accessible banks namely First Bank Plc, Fidelity Bank, Zenith Bank and Polyunwana Micro Finance Bank, all in Ebonyi State. The survey study aimed at assessing the relationship between innovative behaviour and innovation-related output among the employees and to ascertain the mediating roles of employee expectations (self-efficacy and outcome expectations) in the relationship. Questionnaire was used for data collection. Simple descriptive statistics, Pearson Correlation and Hayes Process were adopted for data analysis using SPSS version 23. The results revealed that innovative behaviour is positively correlated with innovation-related output among the bank employees. The results also showed that the employee’s expectation (self-efficacy and outcome expectations) had non-significant mediation in the relationship between innovative work behaviour and innovation-related output among the bank employees. Education level was added as a covariate and was discovered to have a robust positive correlation with innovation-related output at P = 0.82. The results suggest that innovative work behaviour predicts innovation-related output and that employee’s expectation had non-direct impacts in the relationship. The result also suggest that education level could be considered an important personality factor in employees’ innovative behaviour tendency. The study highlights the importance of innovative work behaviour among other factors in personal selection or recruitment processes for sustainable competitive advantages in banking business. Lastly suggestions and recommendations were proffered to guide further researches.