Why do elected officials choose to lead? If leadership is conceptualized as the circumstance when officials take actions that are unpopular, and then public opinion comes to agree with their decision, why does this happen? Re-election minded officials put their careers in jeopardy when they lead, so why do they take this risk? I develop a series of explanations for why officials attempt to lead. These explanations focus on heterogeneous expectations among citizens, citizen trust in government and in specific officials, the role of policy realization, and other factors. I show that under a variety fo circumstances it is a better strategy for officials to adopt unpopular positions than to side with the majority of their constituents. I then present preliminary findings using data on US budgetary decisions to explore how often and under what circumstances Presidents attempt to lead public opinion.