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Although studies on students’ difficulties in producing mathematical proofs have been carried out in different countries, few research workers have focussed their attention on the identification of mathematical proof schemes in university students. This information is potentially useful for secondary school teachers and university lecturers. In this article, we study mathematical proof schemes of students starting their studies at the University of Cordoba (Spain) and we relate these schemes to the meanings of mathematical proof in different institutional contexts: daily life, experimental sciences, professional mathematics, logic and foundations of mathematics. The main conclusion of our research is the difficulty of the deductive mathematical proof for these students. Moreover, we suggest that the different institutional meanings of proof might help to explain this difficulty.