Brand managers use social media influencers (SMIs) to influence consumers' attitudes and intentions. However, there is still ambiguity about the mechanisms by which SMIs influence their followers, as well as the metrics by which their performance can be evaluated. The existing literature has restricted itself to consumers' purchase intentions in order to evaluate SMIs influence and is silent on the role of the consumers' individual characteristics in SMIs influence mechanisms. Based on these research gaps and to provide a clearer picture of the SMI influence mechanism to practitioners, the present study assesses the role of consumer characteristics such as their social media attachment (SMA), parasocial relationships with social media influencer (PSR‐SMIs), and susceptibility to SMIs influence (SSMII) in driving consumer response to SMIs influence through SMI compliance intentions. Study 1 found the sequential mediational role of PSR‐SMIs and SSMII in the SMA‐SMI compliance intentions relationship. Study 2 found the same sequential mediation and demonstrated how SMI skepticism negatively moderates the relationship between PSR‐SMIs and SMI compliance intentions. To the best of the authors' knowledge, this is the first time that this skepticism variable is being explored in the SMI literature.