PurposePrior research has indicated that narratives may lead to fantasy which may evoke narrative transportation. Researchers have also established that narrative transportation affects persuasion, changes in attitudes and brand evaluations. To this end, several studies have focused on narrative consumption (i.e. being hooked into a narrative) and the aforementioned consequences of narrative transportation. However, research investigating the role that fantasy plays in consumers’ journey from narrative consumption to narrative transportation is scant. The purpose of this paper is to develop a multidimensional scale for measuring narrative-driven fantasy in order to detail which dimensions of fantasy facilitate narrative transportation. Further, this paper posits that prior research has overlooked the mediating role that fantasy plays within the narrative consumption and narrative transportation process. As the exploration of overlooked mediators is important for theory development, this paper uses the scale developed here to test for fantasy as a mediator.Design/methodology/approachThis research involves four studies, taking a multi-methodology approach including one-on-one interviews and questionnaires. Exploratory factor analysis and sequential equation modeling are used to develop a valid scale for fantasy.FindingsThis work results in the development of an eight-item scale of narrative-driven fantasy, highlighting two dimensions of fantasy: identification and passport. Further, this work finds that both dimensions of fantasy mediate the relationship between the level of narrative consumption (being hooked into the narrative) and narrative transportation.Research limitations/implicationsThe studies were conducted with respondents only from the USA, potentially limiting its generalizability to other countries and cultures. This research has several implications. This paper introduces a model that highlights fantasy’s role within the narrative consumption and narrative transportation fields of study. It also delineates a scale that measures the different dimensions of fantasy. This scale can be used to gain further understanding of the strength and type of fantasy that narratives consumed via various mediums (music, movies, commercials) evoke, the relationship between these measures and narrative transportation, and the subsequent changes in intentions and attitudes. Further, the identification of fantasy as a mediator in the relationship between narrative consumption and narrative transportation allows for further theory development and exploration.Practical implicationsThe fantasy scale that is detailed in this paper may be used to indicate which celebrities, music, images, movies, commercials, products, brands and other stimuli best evoke narrative-based fantasy. The scale should apply to all types of fantasizing, enhancing the understanding of what increases levels of fantasy and the effects of such fantasy on persuasion.Originality/valueThis research extends the literature on consumer engagement in narrative consumption and transportation by providing novel and valid scale measures for narrative-based fantasy. The fantasy scale provided is internally consistent and proves accurate across many samples and stimuli. The scale is also short (only eight items) and easy to administer. Additionally, to the best of the authors’ knowledge, this work is the first to generate insights into the mediating role that fantasy plays within the narrative consumption and narrative transportation framework.