Piz Buin Ultra Light Dry Touch Sun Fluid SPF30 150ml, Malibu Protective Lotion SPF30 200ml and Hawaiian Tropic Satin Protection Ultra Radiance Sun Lotion SPF30 200ml all had results lower than SPF 25, despite claiming an SPF of 30, Which? said.
The consumer group has branded the creams as "don't buys" in its investigation, which used British Standard tests to check 15 products with an SPF (sun protection factor) of 30.
The study also found that the more expensive creams did not guarantee better protection.
Calypso Sun Lotion SPF30 250ml was the cheapest product on test, costing £1.20 per 100ml, and passed both British Standard tests.
Piz Buin Ultra Light Dry Touch Sun Fluid SPF30, which failed the SPF test, was the most expensive product tested at £11.30 per 100ml.
Which? executive director Richard Lloyd said: "With thousands of cases of skin cancer diagnosed every year, it's vital you can trust a sun cream to provide the protection it claims.
Malibu said: "We stand by our testing and are willing to have our formula tested again."