Most PhD students do not get a Master’s degree first.

I should mention that my program does have a Master’s degree as well, so there are some Master’s students ; however, they are frequently urged by various professors to switch to the PhD. Professors need about 2 years to train a student, so Master’s students graduate about the time that they are finally trained, whereas PhD students can still remain in the lab for several years after they are trained. In addition, there are more fellowships available for PhD students.

Check out schools that offer Masters and PhDs in your field, you may find one. Traditionally you go after your Masters and then your PhD.