The twenty-first century has been full of fundamental changes in consumers’ behavior patterns, especially with the use of diverse social media knowledge-sharing platforms. Therefore, companies have highlighted the significance of knowledge sharing and the importance of social network use in purchasing processes. Accordingly, his paper tries to reveal how consumer purchase behavior (CPB) can be affected by consumer knowledge sharing behavior (CKSB) and the moderating role played by value co-creation dimensions, which are citizenship behavior (CB) and participation behavior (PB), within a sustainable e-commerce field. To test our hypotheses deducted from the literature review, we opted for the PLS-SEM method. We also employed other innovative approaches, such as the IPMA matrix, MAICOM test, FIMIX approach, and CTA analysis, to evaluate the outer and inner model. Our statistical population covered individuals living in Hungary with at least one online purchase involvement. We distributed the questionnaire via various online platforms and, finally, 433 completed questionnaires were prepared for analysis. The results showed that CPB, CB, and PB are positively influenced by the CKSB. However, the link between CPB and CB was not confirmed. As for the moderating role of gender, the permutation test was applied to compare male and female groups and see the difference between them. With a focus on CKSB, this study contributes to the success of international marketing strategies to attain higher competitive advantages.