A classic paradigm to study anticipatory pursuit consists in training monkeys to look at a target that appears in the center of a visual display, disappears during a short 'gap' period, then reappears and immediately starts to move. In order to determine the role of prior directional information on anticipatory pursuit eye movements, we trained rhesus monkeys to associate the color of a centrally presented visual cue with the direction of an upcoming target motion. In a first experiment, a gap period occurred randomly in 50% of the trials. Consequently, two possible choices of timing of target motion onset were given to subjects to guide their anticipatory responses. In a second experiment, a gap period occurred during each trial and only a single choice of timing of target motion onset was given to subjects. We found that monkeys used the learned association between the color of the cue and the direction of future target motion to voluntarily initiate anticipatory pursuit movements in the appropriate direction. Anticipatory movements could be classified in two distinct populations: early and late movements. Early movements were most frequent when prior directional information was provided and when two choices of timing of target motion onset were given. The latency of visual pursuit was shortened and its velocity was larger when prior directional information was provided. We conclude that cognitive expectation of future target motion plays a dominant role in determining characteristics of anticipatory pursuit in the monkey.