Research on work engagement has mainly focused on the role of job and personal resources and has ignored the possible impact of personal demands workers develop with regard to their work. The aim of our study was to test the reciprocal relationships that job resources, personal resources, and personal demands, operationalized as performance expectations, share with work engagement. Three-wave longitudinal data were collected in a Belgian public institution (N = 473). Results confirm the causal effects of job resources, personal resources, and performance expectations on work engagement. Reciprocal relationships are not significant. Results are discussed with regard to the impact of changes in job and personal resources and performance expectations on work engagement. Practical implications including reinforcement of Human Resources practices such as appraisal interviewing and career management are also discussed.