We study the thermal (tSZ) and kinetic Sunyaev-Zel'dovich (kSZ) effect associated with superclusters of galaxies using the MareNostrum (MNU) universe smoothed particle hydrodynamics (SPH) simulation. In particular, we consider superclusters with characteristics (total mass, overdensity and number density of cluster members) similar to those of the Corona Borealis Supercluster (CrB-SC). This paper has been motivated by the detection at 33 GHz of a strong temperature decrement in the cosmic microwave background towards the core of this supercluster (Génova-Santos et al.). Multifrequency observations with Very Small Array (VSA) and Millimetre & Infrared Testa Grigia Observatory (MITO) suggest the existence of a tSZ effect component in the spectrum of this cold spot, with a Comptonization parameter value of y = 7.8+4.4-5.3 × 10-6 (Battistelli et al.), which would account for roughly 25 per cent of the total observed decrement. From the SPH simulation, we identify nine (50h-1Mpc)3 regions containing superclusters similar to CrB-SC, obtain the associated SZ maps and calculate the probability of finding such SZ signals arising from hot gas within the supercluster. Our results show that the warm/hot intergalactic medium (WHIM) lying in the intercluster regions within the supercluster produces a tSZ effect much smaller than the observed value by MITO/VSA. Neither can, summing the contribution of small clusters and galaxy groups (M < 5 × 1013h-1Msolar) in the region, explain the amplitude of the SZ signal. Our synthetic maps show peak y-values significantly below the observations. Less than 0.3 per cent are compatible at the lower end of the 1σ level, even when considering privileged orientations in which the filamentary structures are aligned along the line of sight (LOS). When we take into account the actual posterior distribution from the observations, the probability that WHIM can cause a tSZ signal like the one observed in the CrB-SC is <1 per cent, rising up to a 3.2 per cent when the contribution of small clusters and galaxy groups is included. If the simulations provide a suitable description of the gas physics, then we must conclude that the tSZ component of the CrB spot most probably arises from an unknown galaxy cluster along the LOS. On the other hand, the simulations also show that the kSZ signal associated with the supercluster cannot provide an explanation for the remaining 75 per cent of the observed cold spot in CrB.