Mobile banking is relatively a new service offered by banks around the world. Banks are obliged to keep investing in new technologies as otherwise, they would lose competitiveness and market share. It is interesting to know how clients react to these innovation efforts. This study aims to understand the client’s responses to bank innovation, especially to mobile banking technology in Albania. An online experiment is conceived based on Experimental Design Principles. Participants evaluate combinations of messages (elements) about mobile banking and rate each combination. The collected data are used to create individual models and later a general model to calculate the statistical relevance of each of the messages. The models use ordinary least squares regression and advanced data mining techniques (k—means clustering) to analyze the data and classify participants accordingly. At the end of the analyses, a set of two or three mindsets are depicted to show what pushes participants in the study in their decision-making process. These mindsets help banks understand client’s reactions and allow banks to address different issues to serve their clients better.