Symptom episodes often show a spatio-temporal structure, that is, they occur in a specific context for a certain duration. Repeated experiences may therefore be construed as associative learning trials, in which context elements are turned into predictive cues, triggering anticipatory processes conducive to subjective health complaints. A series of experiments, using inhalations of air enriched with CO2 and external (odors) or internal (mental images) stimuli as cues, is discussed to show that subjective health complaints may occur upon presenting the cue alone. Learned symptoms may be unrelated to bodily responses and easily generalize to new related cues. Better learning occurs to cues with a negative affective valence and in participants scoring high for negative affectivity. Our findings are relevant to the understanding of medically unexplained ("functional") syndromes and the poor relationship between objective and subjective health indicators in general.