This research explores how regulatory depletion affects consumers’ responses to advertising. Initial forays into this area suggest that the depletion of self-regulatory resources is irrelevant when advertisement arguments are strong or consumers are highly motivated to process. In contrast to these conclusions, the authors contend that depletion has important but previously hidden effects in such contexts. That is, although attitudes are equivalent in valence and extremity, consumers are more certain of their attitudes when they form them under conditions of depletion than nondepletion. The authors propose that this effect occurs because feeling depleted induces the perception of having engaged in thorough information processing. As a consequence of greater attitude certainty, depleted consumers’ attitudes exert greater influence on their purchase behavior. Three experiments, using different products and ad exposure times, confirm these hypotheses. Experiment 3 demonstrates the potential to vary consumers’ naive beliefs about the relationship between depletion and thoroughness of processing, and this variation moderates the effect of depletion on attitude certainty. The authors discuss the theoretical contributions and implications for marketing.