The present research aimed at investigating kinds of cohesive devices and the problems of using those cohesive devices in writing English paragraphs. 10 undergraduate English students from an institute in Curup, Bengkulu, Indonesia were involved as the participants purposively. Document analysis was conducted towards students’ written paragraphs to garner the data about kinds of cohesive devices, and they were then interviewed to reveal information with respect to their problems of using cohesive devices. The data were analyzed using an interactive model. The present research revealed that the students had used some kinds of cohesive devices such as references in the form of personal pronoun and demonstrative reference. They used conjunctions in the form of additive, adversative, and clausal conjunctions. They used reiteration in the form of making repetitions of the same words. This condition indicated that they had moderately been able to use general cohesive devices. However, there were some more cohesive devices they had not used because of their complexities. In terms of problems, they had no problems of using references. However, they had varied problems in using substitution, ellipsis, conjunction, reiteration, and collocation. It implied that English writing lecturers needed to help students cope with such problems of using cohesive devices by applying explicit teaching.