Many studies have found that feelings and expressions of gratitude bring profound benefits to people and relationships. We complicate this view of gratitude. We examine two variables known to impact people's expectations for relationships: culture (collectivist vs. individualist) and relational distance (close vs. distant), and we find evidence that expressing gratitude conveys that relationship expectations have been exceeded, such that people view it as less desirable to give and receive gratitude for actions that are expected duties of a relationship. In both observational data and real behavior in an experiment, we found that people in a collectivist culture (China) are less likely than those in an individualist culture (America) to express gratitude to close others (Studies 1 and 2). Using hypothetical vignettes, we confirmed this pattern and further found there was no cultural difference for distant others (Study 3). These differences in expressing gratitude reflect differences in underlying feelings of gratitude, as well as differences in expectations of how the target would react to being thanked (Study 4). This cultural difference can be explained by cultural differences in the extent of duties placed on close others (Studies 5 and 6): People in China expect more of their close others. Perhaps as a result, people in China show a weaker preference than Americans for direct expressions of gratitude toward close others, but no difference for distant others (Study 7). Overall, our findings suggest that expressing gratitude may not always be good for close relationships.