In the midst of the pervasive disruption caused by the proliferation of rumors, it is unclear how individuals react to such information. Guided by the SOR theory (Stimuli-Organism-Response), our study investigates the association between different information sources (stimuli), emotions experienced by individuals (organism), and resulting rumor behaviors such as sharing and refuting (response). Furthermore, we examine the moderating role of individual critical thinking in this process. Using the COVID-19 pandemic as a study scenario, we collected questionnaire data from 4588 respondents. Our results reveal a large positive association between pandemic-related information and feelings of fear. Additionally, a medium negative correlation between fear and rumor sharing was observed while a moderate positive correlation between fear and rumor refuting was identified. Moreover, we found that individual critical thinking abilities can effectively moderate the relationship between fear and online COVID-19-related information and strengthen the link between fear and rumor sharing while weakening the link between fear and rumor refuting. Additionally, our study indicates that an individual's fear plays a mediating role in the relationship between information sources and rumor behavior. Our findings shed light on the information processing mechanisms underlying rumor behaviors and yield practical and policy implications for managing them.