Diagnosing the pronunciation difficulties second language (L2) learners encounter assists in identifying their training needs. Since a clearer profile of Arab students' English pronunciation difficulties is yet to be reached, this study tried to identify which English consonant sounds and clusters Saudi English-as-a-foreign-language (EFL) students have difficulty in pronouncing, and examine how students' language proficiency levels may influence their English consonant pronunciation performance. Forty Saudi female university students with two different English proficiency levels (lower-intermediate versus intermediate) took part in the study (20 students in each group). They completed a 4-section productive pronunciation test diagnosing their errors in pronouncing problematic consonant sounds and clusters in varied word positions. The data analysis showed that the participants' highest error percentages were in pronouncing: /Ezh/, /agma/, /p/, /alveolar approximant/ and/voiceless postalveolar affricate/; /t/ and /d/ of the regular past morpheme -ed; and the 4- and 3-consonant clusters. It was also found that the lower-intermediate level students made more errors than the intermediate ones in pronouncing the majority of the consonant sounds and clusters, and that the variance between their errors is generally higher in the word-initial positions than the word-medial and -final ones. The study indicates that the consonants in the word-initial and -final positions are likely to cause more pronunciations difficulties than the ones in the word-medial position.