This research shows that online display advertising is more effective in terms of attitudes toward the ad and brand when it appears on commercial Web sites such as Walmart or Amazon, compared to social Web sites such as LinkedIn or Facebook. Consistent with a fit‐fluency mechanism, this effect of Web site type on advertising effectiveness was found to be driven by higher feelings of processing fluency on commercial compared to social Web sites. Further consistent with a fit‐fluency framework, online display advertising was found to be more effective on brand compared to personal pages of social Web sites. These results contribute to the literature on Internet advertising by identifying Web site type as a new antecedent and fit‐fluency as a new mechanism underlying the effectiveness of online display advertising.