The wetting characteristics of the giant electrorheological particles and the suspending fluid were investigated. In contrast to the existing electrorheological fluids, giant electrorheological particles consisting of oxalate core with urea coating are found oil sensitive. The rheological effect of oils from the family of synthetic oil, mineral oil and vegetable oil was studied. The experimental results indicated that hydrogen bonds of the oil chains are instrumental in linking the oil to the giant electrorheological particles; thus, the highest yield stress of giant electrorheological fluid was obtained when hydrogenated silicone oil was used as a suspending phase. Our investigations will provide the compatibility guiding between giant electrorheological particles and liquid phase and may broaden its application to different field, that is, microfluidics with vegetable oil as the carrier liquid.