The effectiveness of public service announcements (PSAs) is commonly assessed by measuring the overall appraisal of the depicted threat and the proposed recommendation. This theoretical orientation is prone to overlooking the impact of specific message components regarding the nature and the valence of the advertised consequences. This study shows that both threat type (i.e., nature) and message framing (i.e., valence) have a significant influence on message effectiveness in an anti-gambling context, and that this relationship can be explained in terms of construal level activation. Low construal threats are easily processed and lead to positive attitudes towards the advertisement. Surprisingly, this leads to higher gambling intentions in comparison to high construal threats. Theoretical and managerial implications of these results are discussed.