Consumer engagement with brands on social media has been empirically proven. However, little is known about consumers' natural behaviour on social media, as literature on this topic is still in an early stage of its evolution. Accordingly, this study aims to investigate and understand the group interactions of consumer behaviour, with a specific focus on tweets within the UK energy sector. Energy is a significant utility in the United Kingdom, and the sector is evolving more rapidly than ever before, with pressure being applied to energy suppliers to meet the demands of consumers. This study draws on social capital theory to investigate how UK consumers engage with their suppliers, as well as the knowledge‐sharing capabilities of the Twitter community. In Study 1, Python was used to conduct tweet mining and sentiment analysis to investigate the polarity in consumer engagement with 82 energy companies in the United Kingdom. Results indicated overall positive sentiments towards the energy suppliers, although the level of engagement varies across the different groups of suppliers. Study 2 followed up with a qualitative insight into the factors shaping consumers' behaviour as they engage with brands on social media. A thematic model emerges in the form of an interrelated conceptual theory comprising three stakeholders, the key relationships between them, and their natural behaviours. This study offers a contemporary, essential, and interconnected understanding of consumer behaviour online with a focus on the energy sector, and further advances research into online consumer behaviour, sentiment analysis, netnography, and social media research.