Although both academics and policymakers expect to improve public sense of gain through digital government, related empirical studies are scarce. By matching individual survey data from CGSS2017 with province-level secondary data, this study empirically explores the influence mechanism and differential effects of digital government on public sense of gain in digital era from the perspective of policy feedback theory. The analysis results indicate that: first, digital government influences public sense of gain in digital era through two mechanisms. On the one hand, it influences public political efficacy in digital era through interpretive effect; on the other hand, it influences public sense of social justice in digital era through resource effect. Second, on the supply side of digital government, different aspects of digital government have different effects on public sense of gain in digital era. While two-way interaction between government and citizens through government microblog improves public sense of gain in digital era, one-way information disclosure through government websites does not generate significant positive effects. Third, on the demand side, the characteristics of the public also influence the impact of digital government. While individual internet use enhances the positive effect of government microblog, individual online privacy concerns mitigate the positive effect of government microblog. The core theoretical contribution of this study is to elucidate the influence mechanism of digital government on public sense of gain in digital era from the perspective of policy feedback theory, and to reveal the contingency effect of digital government on public sense of gain in digital era from the perspective of supply-demand interaction.