On-screen tourism destinations provide tourists with a mixture of reality and mass-media experience. This study builds a conceptual framework of authenticity evaluating the relationship between fantasy proneness, authenticity, and destination loyalty. It is among the first to compare perceived authenticity of dual images of a destination, both the film location and the story’s setting. Using Game of Thrones and the city of Dubrovnik as a case, it applies a mixed method of interviews followed by a main survey with both closed- and open-ended questions. The primary findings show that the relationship between authenticity of the film location (Dubrovnik) and loyalty is positive, but such relationship is insignificant for the authenticity of the story’s setting (King’s Landing). This investigation enriches our understanding of the complex assessments of authenticity and expands the theory of imagination by evaluating the effects of fantasy proneness on perceived authenticity in the context of on-screen tourism.