The rheology of cohesive granular materials, under a constant pressure condition, is studied using molecular dynamics simulations. Depending on the shear rate, pressure, and interparticle cohesiveness, the system exhibits four distinctive phases: uniform shear, oscillation, shear-banding, and clustering. The friction coefficient is found to increase with the inertial number, irrespective of the cohesiveness. The friction coefficient becomes larger for strong cohesion. This trend is explained by the anisotropies of the coordination number and angular distribution of the interparticle forces. In particular, we demonstrate that the second-nearest neighbors play a role in the rheology of cohesive systems.