Social media platforms have become crucial in helping brands build their marketing activities. We investigate the effect of interactivity of brands' marketing activities on Facebook fan pages on continuous participation (i.e., commenting and sharing) intentions. The S–O-R (stimulus-organism-response) framework is used to examine consumers' psychological states (perceived brand fan page experience and attachment) and subsequent behavioral responses (continuous participation intentions) after being stimulated (social media marketing activity interactivity). Using an online questionnaire, this study surveyed the top 15 brands' Facebook fan page users worldwide. We obtained 216 valid responses and used partial least squares structural equation modeling (PLS-SEM) to analyze the data. Results show that the more interactive a brand's marketing activities are on its Facebook fan page, the higher the perceived experience. In addition, perceived experience positively affects brand fan page attachment. Perceived experience and brand fan page attachment positively affect continuous participation intentions. Perceived experience partially mediated the relationship between interactivity and continuous participation intentions. Brand fan page attachment also partially mediated the relationship between perceived experience and continuous participation intentions.