This study investigated the sport sponsorship effects by applying the traditional response hierarchy models. Measured by a neuromarketing technique (i.e., electroencephalogram [EEG]), the study analyzed how sport fans’ sensation and emotion influence sponsorship effects. The Korea Republic National Football Team’s A match videos were shown as experiment stimuli to manipulate participants’ arousal and emotion in the experiment. Based on alpha blocking and hemispheric laterality theories, the current study found that alpha blocking occurred when participants were exposed to sensational senses (e.g., scoring goals) and that left  frontal alpha dominance (LFAD) was reported when participants watched their supporting team’s winning games and had positive emotions. However, alpha blocking by brand recall and LFAD by brand attitude were insignificant. These findings support the use of neuromarketing and traditional response hierarchy models in understanding the effects of sport sponsorship. Managerial implications and study limitations will be discussed.