The need for the banking sector to digitize its services to improve the efficiency of its processes has motivated a wave of research among academics and professionals. One of the most important themes emerging in e-service adoption research is the customer experience. The customer experience has been explored from different angles, being explained from personal elements, interactions between peers, and in terms of the tools provided by companies to improve the experience. However, one of the key elements for improving the customer experience understood from the perspective of service-dominant logic is the co-creation of value. This research explores the personal elements that lead customers to co-create value and how this impacts the customer experience of digital banking channels. We present a cross-sectional quantitative investigation, carried out through a structured questionnaire applied to 406 financial consumers in Colombia. The results indicate that perceived brand knowledge, creativity, and connectivity are antecedents of value co-creation that have a direct effect on the customer experience. The value of the co-creation process allows banks to offer personalized products to their clients without making significant financial and time investments to understand what the client wants, thus improving customer experience with the brand.