Social media influencers emerged as powerful sources in affecting and guiding consumers' purchase decisions through self-generated content and online interactions with their followers. A large number of studies have so far focused on cognitive aspects such as perceived credibility, trustworthiness, and expertise of these influencers. This study aims to further advance the existing literature on social media influencer marketing from an affective perspective, with a focus on the emotional bonds generated by online interactions between the influencer and their followers. Based on the interpersonal process model of intimacy and theories in celebrity endorsement and social media influencer marketing, it examines the impact of self-disclosure and perceived responsiveness on familiarity and intimacy, which, in turn, affect purchase decision. An online survey was conducted with 304 social media users in Mainland China who have followed social media influencers. The results highlight the formation of two affective factors, namely, familiarity and intimacy, via self-disclosure and perceived responsiveness. Theoretically, this study provides a fresh perspective to better understand the endorser effect outside the regular set of cognitive factors. Marketing practitioners and companies can follow the suggestions of this study to select more effective social media influencers for their marketing campaign, and to build closer relationships with their target customers.