"The Set Up (You Don't Know)" is a song performed by American rapper Obie Trice, featuring vocals from singer Nate Dogg, released as the third and final single from Trice's debut studio album, Cheers.

The track features, as well as Nate Dogg, appearances from Lloyd Banks, Jadakiss and Redman.

Jadakiss would later feud with Banks and his group G-Unit after 50 Cent released the song "Piggy Bank", which attacked Jadakiss and Fat Joe for collaborating with 50's rival Ja Rule.

The video for "The Set Up (You Don't Know)" features Trice being put 'under the spell' of a lady, who encourages him to steal a lot of money.

Other than Obie Trice and Nate Dogg, the video features Mýa acting as the charming lady, as well as brief cameo appearances by D12 and Warren G at the very beginning.