It needs to be unlocked for each song.
Tap the Master icon on the song selection screen to check the requirements for unlocking that difficulty.
Completing a song on Auto-Play will not count towards the unlock requirements.
To unlock Master difficulty, you will need to clear a song on Expert difficulty with less than 7 taps that are GOOD or below. This means that the overall number of GOOD taps, as well as BAD and MISS taps, must be below 7.