The Expect No Quarter Tour had three legs and 79 shows. The tour took ZZ Top to Europe for the first time. The set list included material from Degüello and their previous albums, along with several covers. A concert in Essen, Germany was filmed as part of the Rockpalast German television series, and was included on the DVDDouble Down Live released in October 2009.
Out of the 118 concerts performed during the Expect No Quarter Tour, each show had a similar set list, with 19-24 songs played. The concerts began with mariachi-style music, with which the band members would walk on stage and begin the show.
The March 21, 1980 concert at Riverfront Coliseum in Cincinnati was the first concert at the arena since 11 persons were killed in a crowd crush at The Who concert on December 3, 1979.
Each concert opened with a cover of Sam & Dave's "I Thank You", which often segued into "Waitin' for the Bus" and "Jesus Just Left Chicago." Following these songs, the band performed "Precious and Grace", "I'm Bad, I'm Nationwide", "Manic Mechanic", "Lowdown in the Street", and "Heard It on the X." Every show included "A Fool for Your Stockings"; Gibbons gave a sermon leading into a short guitar solo that brought the song to a close. Many shows included "Arrested for Driving While Blind"; "Nasty Dogs and Funky Kings", "El Diablo", and "Cheap Sunglasses", and "Beer Drinkers and Hell Raisers" were played at every show. "La Grange" was played at the end of the main set, often performed as a medley with a cover of "Sloppy Drunk Blues" and "Bar-B-Q."
After a brief break, the band would return to perform "She Loves My Automobile" and "Hi-Fi Mama." Both songs were performed with pre-recorded horn section parts; a video shown behind the stage featured Gibbons, Hill, and drummer Frank Beard playing saxophones. Gibbons introduced themselves as the "Lone Wolf Horns", a nod to their manager Bill Ham who was a part of the Lone Wolf Management Company in Austin, Texas. The rest of the first encore typically consisted of a cover of Elmore James' "Dust My Broom" followed, along with Elvis Presley's "Jailhouse Rock." "Tush" usually closed the show.
A total of 26 different songs were played throughout the tour. An early version of "Tube Snake Boogie" and "Just Got Paid" were performed at the concert in Essen, Germany as a second encore. "Francine" and a cover of Robert Parker's "Barefootin'" were played only once.