The research dimension of higher education programmes is usually discussed in association with doctoral studies. Against a background of scarce literature investigating research in a Master's degree, this article aims to analyse the place of research in Master's qualifications, first, as envisaged by official European and national documents acting as reference frameworks for degree design (i.e. qualification frameworks) and, second, in its practical manifestations in Master of Science (MSc) degrees in Physics in three national contexts (England, Portugal and Denmark). It highlights different understandings of the importance and roles assigned to research in Master's degrees by national policy actors in the three countries. Simultaneously, it argues that research is an essential component of MSc degrees in Physics, perceived as a gateway to a Physics research profession on account of disciplinary specificity. Research translates into a number of concrete practices, of which the Master's thesis is the main manifestation, with, however, variation in the purpose of research (instrumental or an end in itself). The article discusses implications of these different understandings and expressions of research in Master's programmes for the comparability of higher education degrees and ensuing recognition and student mobility in the European Higher Education Area, as envisaged by the Bologna process reforms. It is suggested that similar studies could be performed in other disciplines to make up for the gap in evidence and scholarship on the research dimension of Master's programmes and their degree of convergence. (Contains 1 note.)