The current study focused on the problems which students encounter while listening to the English language, the mental processes they activate in listening comprehension, and the strategies they use in different phases of comprehension. Also, it aimed to find out whether there were any differences between advanced and intermediate students in their use of the listening strategies. Data was collected using the "think aloud" technique in which students (4th year English majors, Faculty of Education, Menoufia University) were asked to mention any problem they face during a listening comprehension activity and indicate what they were thinking to solve the problem. The findings indicated that advanced and intermediate participants encountered the same problems with different percentages, and activated three groups of processes. The advanced group students used top down strategies more than the intermediate ones.