Across healthcare, evidence-based practice (EBP) has been recognised as a core component of providing safe and effective patient care and, consequently, research and EBP are important components of the undergraduate nursing curriculum. Despite the attention given to research and EBP in nursing education literature, the evidence base for effective learning and teaching strategies is weak. There is also evidence that undergraduate nursing students find aspects of these topics difficult and that negative attitudes may be a barrier to learning. However, little is known about the detail and processes of learning in this area. This narrative research study investigated the difficulties that nursing students encountered in learning about research and EBP and explored changes and transformations in their understanding. Using threshold concepts as a theoretical framework, the study aimed to identify thresholds associated with research and EBP, in the context of undergraduate nursing education. Seventeen third year students, from a large school of nursing, took part in at least one unstructured narrative interview and 13 of these gave two interviews, at the beginning and end of a research and EBP module. The interviews explored learning during the module, as well as students’ experiences in the first two years of their study. This included learning in practice and university settings. The findings show that the learning environments were characterised by variability and complexity. Students encountered different sources of trouble in their learning and they demonstrated varying degrees of change and transformation, which also linked to their developing nursing identity. From the narratives, a set of academic thresholds concepts emerged that underpins acquisition of a professional threshold of evidence-based thinking and practising. These findings have implications for undergraduate nursing curricula and suggest that there are changes required in education and practice settings, for EBP to be embedded in nursing practice and identity.