Probes are follow-ups to survey questions used to gain insights on respondents' understanding of and responses to these questions. They are usually administered as open-ended questions, primarily in the context of questionnaire pretesting. Due to the decreased cost of data collection for open-ended questions in web surveys, researchers have argued for embedding more open-ended probes in large-scale web surveys. However, there are concerns that this may cause reactivity and impact survey data. The study presents a randomized experiment in which identical survey questions were run with and without open-ended probes. Embedding open-ended probes resulted in higher levels of survey break off, as well as increased backtracking and answer changes to previous questions. In most cases, there was no impact of open-ended probes on the cognitive processing of and response to survey questions. Implications for embedding open-ended probes into web surveys are discussed.