This paper addresses English rhetorical devices as comprehension-related stumbling blocks for Chinese students of English as a Foreign Language (EFL). Rhetorical devices discussed include metaphor, metonymy, euphemism, jargon, punning, alliteration, irony, sarcasm, friendly teasing, paradox/oxymoron, hyperbole, understatement, polysemy, and meaning change. These lexico-pragmatic devices appear frequently in real-world, natural language and constitute a vital part of social communication for native speakers. The pragmatic meanings of such usages are typically semantically opaque and not readily found in dictionaries: these figures of speech require receivers to make inferences "online," as communication is taking place. For these reasons, rhetorical devices pose a great challenge to EFL students. This paper aims to: (1) discuss contextualized rhetorical expressions in English discourses and texts; and, (2) assess the ability of advanced EFL students in Taiwan to comprehend the pragmatic meanings of such rhetorical devices through a comprehension test. Based on the results of this empirical study, possible approaches that could improve students' comprehension of real-world English are suggested.