MSc Programme without a Postgraduate Certificate or Diploma
What are postgraduate diplomas and certificates?
  
  Postgraduate diplomas (PGDip, PgDip, PG Dip, PGD or PgD) and certificates (PGCert, PgCert, PG Cert, PGC or PgC) usually follow Bachelors study in a similar subject. They are both at level 7 on the National Qualifications Framework (NQF) and generally vocational in nature, which makes them a popular choice for professionals looking to boost their CV.
  
  The key difference between the two is that a postgraduate diploma is more extensive. Postgraduate diplomas require that you gain 120 credits, the equivalent of 30 weeks' full-time study. Meanwhile, a postgraduate certificate usually requires just 60 credits, the equivalent of 15 weeks' full-time study. Diplomas take around 6-12 months to complete when taken on a full-time basis, but part-time study can take up to a few years. Both diplomas and certificates are usually classified into distinction, merit and pass.


The exact structure of each PGDip/PGCert usually depends on the university itself, but as @kitty said, in most of the cases a thesis is not required. On the contrary, this is usually in what your PGDip differs from the equivalent Master's Degree. 

However, many universities now offer the option to their students to go on after they have completed their PGDip commitments and write up a thesis, in order to reach the 180 credits a Master requires.

It is worth noting all these qualifications are of the same level (NQF level 7). For more, see:


  How does it differ from a Masters degree?
  
  The postgraduate diploma is often vocational, or at least allows the student to pursue a new study direction. It is, however, on the same level of the NQF as a Masters, and students often complete a dissertation to reach 180 study credits and turn their diploma into a Masters.