Perception likely results from the interplay between sensory information and top-down signals. In this electroencephalography (EEG) study, we utilised the hierarchical frequency tagging (HFT) method to examine how such integration is modulated by expectation and attention. Using intermodulation (IM) components as a measure of nonlinear signal integration, we show in three different experiments that both expectation and attention enhance integration between top-down and bottom-up signals. Based on a multispectral phase coherence (MSPC) measure, we present two direct physiological measures to demonstrate the distinct yet related mechanisms of expectation and attention, which would not have been possible using other amplitude-based measures. Our results link expectation to the modulation of descending signals and to the integration of top-down and bottom-up information at lower levels of the visual hierarchy. Meanwhile, the results link attention to the modulation of ascending signals and to the integration of information at higher levels of the visual hierarchy. These results are consistent with the predictive coding account of perception.