Harmonic priming studies have shown that a musical context, with its established tonal center, influences target chord processing. This study investigated costs and benefits of priming tonal centers for target processing by adding a baseline condition (sequences without a specific tonal center). Results confirmed harmonic priming, with faster processing for related than for unrelated and less related targets (tonic chord, out-of-key chord, subdominant chord). Comparing targets in baseline contexts with targets in sequences with well-established tonal centers revealed a benefit of processing for related targets but a cost of processing for unrelated and less related targets. Findings are discussed in terns of tonal knowledge activation and suggest that an activated tonal center gives rise to strong expectations for the tonic.