The significance of feedback in the learning process, including that in second language (L2) writing pedagogy has been widely recognized. Many studies investigating the effect of feedback on students' writing have indicated that the feedback process helps students improve their writing quality. However, few studies exist that focus on how the benefits of feedback, particularly written feedback is perceived by the students. Grounded in sociocultural theory (SCT), this study aimed to investigate students' perceptions of the benefits of written feedback and to show how Vygotsky's concept of Zone of Proximal Development (ZPD) is relevant to the process of feedback in L2 writing. The results indicate that written feedback helps students improve writing quality and skills, encourages critical reasoning, and promotes learner autonomy. Furthermore, social interactions during feedback activities also helped students extend their ZPDs. This study is of significance to language educators and researchers engaged in L2 teaching and learning. It may also contribute to the Vygotskyan theoretical framework of SCT for illustrating a more expanded understanding of the concept of ZPD, particularly in relation to adult EFL learners.