Primates are equipped with neural circuits in the prefrontal cortex, the parietal cortex and the basal ganglia that predict the availability of reward during the performance of behavioural tasks. It is not known, however, how reward value is incorporated in the control of action. Here we identify neurons in the monkey caudate nucleus that create a spatially selective response bias depending on the expected gain. In behavioural tasks, the monkey had to make a visually guided eye movement in every trial, but was rewarded for a correct response in only half of the trials. Reward availability was predictable on the basis of the spatial position of the visual target. We found that caudate neurons change their discharge rate systematically, even before the appearance of the visual target, and usually fire more when the contralateral position is associated with reward. Strong anticipatory activity of neurons with a contralateral preference is associated with decreased latency for eye movements in the contralateral direction. We conclude that this neuronal mechanism creates an advance bias that favours a spatial response when it is associated with a high reward value.