The generation of kinetic‐scale flux ropes (KSFRs) is closely related to magnetic reconnection. Both flux ropes and reconnection sites are detected in the magnetosheath and can impact the dynamics upstream of the magnetopause. In this study, using the Magnetospheric Multiscale satellite, 12,623 KSFRs with a scale <20 RCi are statistically studied in the Earth's dayside magnetosheath. It is found that they are mostly generated near the bow shock (BS), and propagate downstream in the magnetosheath. Their quantity significantly increases as the scale decreases, consistent with a flux rope coalescence model. Moreover, the solar wind parameters can control the occurrence rate of KSFRs. They are more easily generated at high Mach number, large proton density, and weak magnetic field strength of the solar wind, similar to the conditions that favor BS reconnection. Our study shows a close connection between KSFR generation and BS reconnection. Plain Language Summary: Kinetic‐scale flux ropes (KSFRs) exist widely in near‐earth space and play an important role in mass transport, energy conversion, and dissipation during magnetic field reconnection. The KSFR in the magnetosheath can be generated by reconnection in three regions: the magnetopause, the magnetosheath, and the BS. The spatial distribution of KSFRs can indirectly reflect the reconnection situation in the magnetosheath. We use various methods to select the KSFRs and study their spatial distribution and generation in the magnetosheath. Our results show that BS reconnection plays an important role in generating the KSFR in the magnetosheath. Key Points: Kinetic‐scale flux ropes observed in the magnetosheath are primarily generated near the bow shock (BS) and travel to downstream magnetosheathThe quantity of flux ropes significantly increases as their scale decreases, which is in accordance with the FR coalescence modelThe occurrence of flux ropes is influenced by solar wind parameters, and could strongly correlate with BS reconnection [ABSTRACT FROM AUTHOR]