The method of web probing integrates cognitive interviewing techniques into web surveys and is increasingly used to evaluate survey questions. In a usual web probing scenario, probes are administered immediately after the question to be tested (concurrent probing), typically as open-ended questions. A second possibility of administering probes is in a closed format, whereby the response categories for the closed probes are developed during previously conducted qualitative cognitive interviews. Using closed probes has several benefits, such as reduced costs and time efficiency, because this method does not require manual coding of open-ended responses. In this article, we investigate whether the insights gained into item functioning when implementing closed probes are comparable to the insights gained when asking open-ended probes and whether closed probes are equally suitable to capture the cognitive processes for which traditionally open-ended probes are intended. The findings reveal statistically significant differences with regard to the variety of themes, the patterns of interpretation, the number of themes per respondent, and nonresponse. No differences in number of themes across formats by sex and educational level were found.