Rumors have been widely spread in online social networks and they become a major concern in modern society. This paper is devoted to the design of a cost-effective rumor-containing scheme in online social networks through an optimal control approach. First, a new individual-based rumor spreading model is proposed, and the model considers the influence of the external environment on rumor spreading for the first time. Second, the cost-effectiveness is recommended to balance the loss caused by rumors against the cost of a rumor-containing scheme. On this basis, we reduce the original problem to an optimal control model. Next, we prove that this model is solvable, and we present the optimality system for the model. Finally, we show that the resulting rumor-containing scheme is cost-effective through extensive computer experiments.