This research is motivated by Atiyah, Hitchin, and Singers paper Self-duality in Four-Dimensional Riemannian Geometry , which introduced a relationship between self-dual Yang-Mills fields on smooth manifolds and holomorphic vector bundles on their twistor spaces. Here, self-duality is a specific structure in 4-dimensional manifolds and Yang-Mills fields are gauge fields that satisfy Yang-Mills equations in 4-dimensions and are corresponded to the holomorphic bundles on twistor spaces. In this paper, we extend the relationship from vector bundles to a generalization of the Yang-Mills fields. To achieve this purpose, we apply Atiyah, Hitchin, and Singers theorem to cohesive modules, which was originally introduced by Block in in studying coherent sheaves over complex manifolds and the relations between homomorphic torus and its dual non-commutative torus. We introduce the notion of cohesive self-dual Yang-Mills modules and show that the twistor correspondence actually induces the equivalence between the dg category of cohesive self-dual Yang Mills modules P_(A_SD ) and the dg category of holomorphic cohesive modules P_(A_Hol ) on the twistor spaces.