This study investigated the cognitive strategies adopted by three groups of Chinese EFL learners when writing in English. With data collected from a questionnaire, think-aloud protocols, real-time observation, stimulated recalls and written texts,it aimed to explore (a) the cognitive strategies used, (b) within- and cross-group similarities and variations, and (c) the relationship between English proficiency and cognitive strategy use. Qualitative data from think-aloud protocols were transcribed, segmented, coded, and analyzed. Relevant information was elicited from the questionnaire, observation notes, written texts and transcripts of stimulated recalls. Quantitative data were treated with SPSS for descriptive analysis, ANOVA tests and correlation analysis. The results indicated that altogether the students had adopted 14 cognitive strategies. In addition to within-group similarities and variations, cross-group comparisons showed a general descending tendency in cognitive strategy use, consistent patterns in the use of two groups of cognitive strategies, and rising, descending, rising-descending and descending-rising tendencies in specific strategy use. Statistical analysis indicated correlations between linguistic proficiency and the use of some cognitive strategies.