Let X$X$ be a compact Kähler manifold of dimension n$n$ and ω$\omega$ a Kähler form on X$X$. We consider the complex Monge–Ampère equation false(ddcu+ωfalse)n=μ$({dd^c}u+\omega )^n=\mu$, where μ$\mu$ is a given positive measure on X$X$ of suitable mass and u$u$ is an ω$\omega$‐plurisubharmonic function. We show that the equation admits a Hölder continuous solution if and only if the measure μ$\mu$, seen as a functional on a complex Sobolev space W∗(X)$W^*(X)$, is Hölder continuous. A similar result is also obtained for the complex Monge–Ampère equations on domains of double-struckCn$\mathbb {C}^n$.