This is an old question but since none of the answeres are complete I am giving a complete solution. Let $x_{n}$ be a Cauchy sequence
First notice that $\langle y,x_{n}\rangle$ will always be a Cauchy sequence in $\Bbb{K}$ for each $y\in H$ as $|\langle y,x_{n}\rangle-\langle y,x_{m}\rangle|\leq ||y||\cdot||x_{n}-x_{m}||$ .
Thus $\lim_{n\to\infty} \langle y,x_{n}\rangle$ always exists.
As per Robert's answer define for each $y\in H$ , $L(y)=\lim_{n\to\infty}\langle y,x_{n}\rangle$ . Then $L$ is a linear functional and it is also bounded due to Cauchy-Schwartz inequality as $||x_{n}||$ is a bounded sequence.
Thus $L(\cdot)=\langle \cdot,z\rangle$ for some $z\in H$ by hypothesis.
Now let $\epsilon>0$ and $N$ be such that $||x_{n}-x_{m}||<\epsilon$ for all $n,m\geq N$
Then for a fixed $n\geq N$ consider the continuous functional $T(y)=\langle y,\frac{x_{n}-z}{||x_{n}-z||}\rangle$ . Then $||T||=1$ and $||T(x_{n}-z)||=||x_{n}-z||$ . Then notice that as $\langle y,x_{m}\rangle \to \langle y,z\rangle$ for each $y$ , we have $\displaystyle\lim_{m\to\infty}\langle \frac{x_{n}-z}{||x_{n}-z||}, x_{m}\rangle= \langle \frac{x_{n}-z}{||x_{n}-z||}, z\rangle $ which also means that $\displaystyle\lim_{m\to\infty}\langle x_{m},\frac{x_{n}-z}{||x_{n}-z||} \rangle= \langle z,\frac{x_{n}-z}{||x_{n}-z||}\rangle $
(Notice that we are taking limit wrt $m$ and not $n$ )
Then for $m\geq n\geq N$ we have
$\begin{align}||x_{n}-z||=||T(x_{n}-z)||&=||T(x_{n}-x_{m})+T(x_{m}-z)||\\
&\leq ||T||\cdot||x_{n}-x_{m}||+\bigg\vert\langle x_{m},\frac{x_{n}-z}{||x_{n}-z||}\rangle-\langle z,\frac{x_{n}-z}{||x_{n}-z||}\rangle\bigg\vert\\ &\leq \epsilon + \bigg\vert\langle x_{m},\frac{x_{n}-z}{||x_{n}-z||}\rangle-\langle z,\frac{x_{n}-z}{||x_{n}-z||}\rangle\bigg\vert \end{align}$
Now we can let $m\to\infty$ so that the term above is also $<\epsilon$ .
So $||x_{n}-z||\leq 2\epsilon$ for all $n\geq N$ .
Note that what Robert's answer does is show that $x_{n}\xrightarrow{w} z$ . What we have done is show that Cauchy+weak convergence in a normed space is equivalent to Convergence. Now essentially we are producing functionals $f_{n}$ of operator norm $1$ such that $|f_{n}(x_{n}-z)|=||x_{n}-z||$. In a more general space(not necessarily complete) , you'll need Hahn Banach Theorem to do so. Now we are using the Cauchyness of $x_{n}$ and the fact that $f_{n}(x_{m})\xrightarrow{m\to\infty} f_{n}(z)$ to conclude that $x_{n}\to z$ .