Aim Empathy is a crucial component of the nurse–patient relationship, but knowledge is lacking as to when empathy develops during nursing education. The aim of the present study was to compare empathy levels at different stages of undergraduate nursing education and different master's nursing programmes. Design The design was a comparative cross‐sectional study. Methods A total of 329 participants in Sweden, comprised of nursing students in their second and sixth semesters in an undergraduate nursing programme as well as master's nursing students, rated their own empathy using the Jefferson Scale of Physician Empathy. Results Students in their sixth semester in an undergraduate nursing programme expressed more empathy than did students in their second semester and master's nursing students. Among the five master's programmes, public‐health nursing students expressed the most empathy and intensive‐care nursing students the least.