Plasma structures with enhanced dynamic pressure, density, or speed are often observed in Earth's magnetosheath. We present a statistical study of these structures, known as jets and fast plasmoids, in the magnetosheath, downstream of both the quasi‐perpendicular and quasi‐parallel bow shocks. Using measurements from the four Magnetospheric Multiscale (MMS) spacecraft and OMNI solar wind data from 2015–2017, we present observations of jets during different upstream conditions and in the wide range of distances from the bow shock. Jets observed downstream of the quasi‐parallel bow shock are seen to propagate deeper and faster into the magnetosheath and on toward the magnetopause. We estimate the shape of the structures by treating the leading edge as a shock surface, and the result is that the jets are elongated in the direction of propagation but also that they expand more quickly in the perpendicular direction as they propagate through the magnetosheath. Plain Language Summary The solar wind is a stream of charged particles continuously emitted from the upper atmosphere of the Sun. When it approaches Earth, it is slowed down and creates the bow shock. The region with high temperature and lower speed, downstream of the bow shock is called the magnetosheath. From time to time, plasma jets with speeds close to the solar wind speed are observed in this magnetosheath. They are thought to be formed at the bow shock, which is the boundary between the magnetosheath and the solar wind. In this article, we use data obtained by the four MMS spacecraft, while they passed through the magnetosheath, in a statistical study of the properties of the jets. We have found that they slow down as they move through the magnetosheath and that, in the beginning, they are elongated in the direction of their motion, but also that they expand to become rounder as they move along. Key Points The jets grow larger and slower as they move away from the bow shock The deceleration of jets and fast plasmoids in the quasi‐perpendicular magnetosheath is twice as fast as in the quasi‐parallel magnetosheath Jets propagate deeper into the magnetosheath for smaller angles between the interplanetary magnetic field and the bow shock normal