With the growth of English medium instruction (EMI) on a global level, the number of multilingual students writing their master's theses in English is increasing. However, research on students' experiences of writing them in English in non-English speaking contexts is scarce. This paper reports on the challenges and strategic learning efforts of eight Kazakhstani students while working on their master's thesis projects in a Kazakhstani EMI university. The qualitative data collected from a written narrative and three subsequent semi-structured interviews revealed that almost all the participants had a clear preference for a directive supervision style, whereby supervisors give stage-by-stage guidance. The result was a clash of expectations, miscommunication and confusion between supervisors and supervisees in some cases, especially since most supervisors come from English-speaking countries. Two participants, however, favoured a "laissez-faire" supervisory style where the supervisor orchestrated their supervisees' learning efforts implicitly by giving them room to work independently. All participants also articulated certain effective strategies to confront the diverse challenges associated with constructing a new identity for themselves as researchers, time management, and 'imposter syndrome'. From this qualitative study, practical recommendations for developing the effectiveness (quality) of master's thesis supervision in EMI universities are made.