The evolutionary background for cognition and awareness is currently under ardent scrutiny. Poikilothermic vertebrates such as teleost fishes are capable of classical conditioning and have long-term memories, but it remains unknown to what degree such capabilities are associated with affective states. Here, we investigate whether the concept of frustration may apply to Atlantic salmon. In mammals, this paradigm comprises the omission of an expected reward (OER), which elicits behavioural and physiological coping responses (e.g. aggression and stress reactions). Six groups with 200 fish in each were conditioned to associate a flashing light (CS) with feeding. Conditioning over 22 days led to a change from aversion to attraction to the CS. Subsequently, 3 groups served as control, and 3 groups were subjected to an OER paradigm for 9 days, in which the expected food reward was delayed for 30 min during two out of three daily meals. Compared to controls, OER groups displayed higher levels of aggression and more heterogeneous growth rates, indicating a more pronounced social hierarchy. Cortisol levels did, however, not differ between treatments and both groups responded similarly to acute stress. These results indicate that teleost fishes, like mammals, respond aggressively to OER. The capacity to respond behaviourally to frustrating conditions thus likely reflects an adaptive response to environmental unpredictability, which has been conserved throughout vertebrate evolution.