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What device are you using, and has the problem always existed? Have you tried reinstalling WhatsApp? How is its Settings/Chat settings/Media auto-download configured?
By default, WhatsApp content is stored in /WhatsApp/Media/. If you have a file manager installed, check that folder and see what is in there. Also look there for a .nomedia file and delete if present; that prevents Android's media scanner from displaying the content of the folder.