This article seeks to clarify how two-sided messages work by explaining their causal effects on purchase intention moderated by the self-confidence of individuals. Three studies were performed. Study 1 measured individuals’ levels of self-confidence and their purchase intentions in front of one- or twosided messages. Studies 2 and 3 manipulated individuals’ levels of self-confidence and analysed the strategies used to evaluate alternatives in cognitive decision-making. Both studies elaborated on the underlying mechanisms by which low (study 2) and high (study 3) self-confident individuals process twosided messages, explaining the results of study 1. Self-confidence is a moderator variable for the effect of two-sided messages on purchase intention. When an individual’s self-confidence level is high (low), exposure to a two-sided message will increase (reduce) purchase intentions compared to exposure to a one-sided message. Low self-confident individuals apply a non-compensatory strategy to evaluate the offer, whereas high self-confident individuals apply a compensatory strategy to evaluate the offer. The findings suggest a communication strategy oriented to inform and increase consumers’ self-confidence. The findings contribute to a more detailed and refined knowledge of the underlying mechanisms by which two-sided messages are processed.