Social media has become an integral part of consumers’ lives and a popular platform for interactive marketing communication. In an age boasting of unprecedented digital connectivity, loneliness (defined as perceived social isolation) has, paradoxically, becoming widespread, affecting consumers’ preferences for products and brands in the marketplace. The present research extends the feelings-as-information theory and develops a conceptual framework in which loneliness modifies people’s cognitive processing style and induces concrete thinking in the context of evaluating social media messages. Using a mixed methods research approach, I first take a close look through the lens of a qualitative study at what it is like for the average consumer to experience loneliness. Additional experiments show that lonely consumers have higher digital engagement with concrete (vs. abstract) social media ads. Broadly, my findings on the effects of loneliness on consumers’ digital engagement with social media ads highlight the fact that loneliness may render different types of social media ads (abstract versus concrete) more or less effective.