This inquiry elucidates how anonymity, together with affect intensity and message valence, impactts message receivers’ responses. A 2 (anonymous vs. revealed identity) × 2 (low vs. high affect intensity) × 2 (positive vs. negative valence) between-subjects experiment was conducted. It was found that when message affect intensity was low, an anonymous message was more effective in engendering trust toward the message and message processing depth than a message with a distinguished sender. However, such a difference was insignificant when affect intensity was high. Moreover, a significant interaction effect between affect intensity and message valence was found on message processing depth. When affect intensity was high, a positive message elicited more message processing. When affect intensity was low, there was no significant difference between positive and negative messages.