A finite group G is called ψ-divisible if ψ(H )|ψ(G) for any subgroup H of G, where ψ(H ) and ψ(G) are the sum of element orders of H and G, respectively. In this paper, we classify the finite groups whose subgroups are all ψ-divisible. Since the existence of ψ-divisible groups is related to the class of square-free order groups, we also study the sum of element orders and the ψ-divisibility property of ZM-groups. In the end, we introduce the concept of ψ-normal divisible group, i.e., a group for which the ψ-divisibility property is satisfied by all its normal subgroups. Using simple and quasisimple groups, we are able to construct infinitely many ψ-normal divisible groups which are neither simple nor nilpotent.