With the rapid growth and development of social network services, companies have largely increased their advertising budgets for social media advertising. Social media advertising has attracted a great deal of attention among marketers and researchers. However, very few works of research have focused on social media advertising and have only concentrated on measuring clicking effects. This study established a model to analyze customers' engagement in social media advertising, the relationship among the antecedents of social media advertising engagement, the engagement behaviours in social media advertising, and the consequences of social media advertising. This study conducted an online survey among 502 valid Internet users. Partial least squares regression was used to analyze the relationship among the antecedents and consequences of user engagement in social media advertising. Finally, based on the findings, discussions and conclusions will be provided regarding further research and practices.