This paper explored task difficulty from the perspective of the learner. It investigated the relationship between student perception of task difficulty and actual difficulty as measured by successful completion of a task. The study also collected information on those factors identified by students themselves as implicated in task difficulty. Subjects were 35, first-year, undergraduate, Cantonese-speaking students undertaking a Higher Diploma in Banking and Finance at City University of Hong Kong who estimated the difficulty of a series of tasks, completed the tasks in two classroom sessions, and then provided their views on the reasons for the difficulty of the tasks. Results indicate that student perceptions of task difficulty and actual difficulty as measured by successful performance on the task is low. Student difficulty was expressed by lack of familiarity with task types, confusion over task purpose, and impact and extent of cultural knowledge upon task completion. Findings provide support for those who call for the incorporation of learner strategy training in language pedagogy, especially in courses that attempt to introduce students to new ways of going about the learning process. Appendixes present tasks and student responses to tasks. (Contains nine references.) (Author/NAV)