The "Rosenthal effect" occurs when teachers' expectations are positively correlated with students' academic behaviors and performance. However, it is necessary to explore the specific relationship with academic engagement in terms of students' perceived teacher expectations. This study involving 907 students from three junior high schools in rural China reveals the relationships among perceived teacher expectations, academic self-efficacy, and academic engagement using structural equation modeling. The results indicate that perceived teacher expectations are positively related to academic engagement. Academic self-efficacy plays an indirect role in the relationship between perceived teacher expectations and academic engagement. The findings have important educational implications: they advance the relevant research on teacher expectations, and they provide feasible and practical strategies to ensure that rural students obtain a more equitable and high-quality education.