To study the pricing decision problems for the closed-loop supply chain with advertising effect considering manufacturer's fairness concerns, the influence of advertising effect and manufacturer's fairness concerns to the pricing strategies are analyzed under the manufacturer and retailer advertising, respectively. The results show that, whether retailer or manufacturer is responsible for advertising, the advertising effect is always beneficial to the members and the whole systems. The behavior of a manufacturer's fairness concerns is favorable to the maximization of his own profit and utility, but unfavorable to the retailer and the whole systems. Under the manufacturer advertising, the profit of retailer is not less than the manufacturer when the fairness concerns degree of the manufacturer is relatively weak, however, the profit of the manufacturer will be greater on the contrary.