We expected to be late.

We expected to be late.

I read it in a grammar book. Could you please explain to me the meaning of this sentence? Is it the same as "we were expected to be late"?

Not quite. "We expected to be late" takes an active voice while "we were expected to be late" (by someone) is passive. In the grand scheme of things, they mean the same. We were late and that was expected. However, this kind of nuance may not work in other cases.