David Lewis's theory of convention is one of the most influential studies on convention. In this article, I will investigate the role of higher-order expectations (HOEs) in this theory. Each agent's HOEs of other agents' expectations and behaviors are a distinctive feature of Lewis's theory. Using Margaret Gilbert's argument, however, it can be shown that HOEs are not necessary for the emergence or continuation of convention. I will show that HOEs are indispensable for characterizing conventional actions as rational ones, referring to the idea of interpretationism in the philosophy of mind.