I do this precisely. When I want to check that my controller handles "query returned an empty result", I stub the query, but expect the corresponding action. When I want to check that my controller passes the correct parameters to the query, I set an expectation on the query. It works, but I wonder whether others do things differently.
Certainly, I prefer not to care about the details of a query, so that whatever expectations I set become as stable as possible. That said, if the details of a query change frequently, that points to a missing abstraction somewhere, I think.