Theoretical studies of marine protected areas (MPAs) suggest that more mobile species should exhibit reduced local effects (defined as the ratio of the density inside vs. outside of the MPA). However, empirical studies have not supported the expected negative relationship between the local effect and mobility. We propose that differential, habitat-dependent movement (i.e., a higher movement rate in the fishing grounds than in the MPA) might explain the disparity between theoretical expectations and empirical results. We evaluate this hypothesis by building two-patch box and stepping-stone models and show that increasing disparity in the habitat-specific movement rates shifts the relationship between the local effect and mobility from negative (the previous theoretical results) to neutral or positive (the empirical pattern). This shift from negative to positive occurs when differential movement offsets recruitment and mortality differences between the two habitats. Thus, local effects of MPAs might be caused by behavioral responses via differential movement rather than by, or in addition to, reductions in mortality. In addition, the benefits of MPAs, in terms of regional abundance and fishing yields, can be altered by the magnitude of differential movement. Thus, our study points to a need for empirical investigations that disentangle the interactions among mobility, differential movement, and protection.