The weight of evidence points to the advertising of food affecting food consumption, especially among children. Such advertising often promotes unhealthy foods. Current policy deliberations focus on developing effective ‘protective’ messages to increase advertising literacy and consequent scepticism about advertising targeting children. This study examined whether incorporating a ‘protective’ message in an advergame promoting energy-dense snacks would reduce children's snack intake. A randomized between-subject design was conducted in the Netherlands (N = 215) and Spain (N = 382) with an advergame promoting either energy-dense snacks or nonfood products. The results showed that playing an advergame promoting energy-dense snacks increased caloric intake in both countries, irrespective of whether the ‘protective’ message was present or not. These results point to the limitations of ‘protective’ messages and advertising literacy and provide policy makers with a rationale for extending the current prohibition of food advertising to young children in the terrestrial media to online environments.