Magnetosheath jets are plasma entities that feature a significantly enhanced dynamic pressure with respect to the ambient plasma. They occur more often downstream of the quasi‐parallel bow shock. Jets can propagate through the entire magnetosheath and impact on the magnetopause. We reanalyze multi‐spacecraft data from the Time History of Events and Macroscale Interactions during Substorms (THEMIS) mission to obtain the first unbiased distributions of scale sizes of the jets, in the directions parallel and perpendicular to their propagation direction. These distributions are log‐normal; they fit well to the observations. We argue that jet scales should be log‐normally distributed as they should result from multiplicative processes in the foreshock and in the magnetosheath. We find that typical jet scales are on the order of 0.1 Earth radii (RE), one order of magnitude smaller than previously reported. Median scale sizes of 0.12 RE and 0.15 RE in the perpendicular and parallel directions are obtained. The small scales may be related to the substructure of Short Large Amplitude Magnetic Structures (SLAMS) in the foreshock, or to the break up of larger jets within the magnetosheath. Use of the log‐normal distributions also allows for an analysis of impact rates of small‐scale jets: While previous results on large jets hitting the magnetopause several times per hour remain largely unchanged, we now find that hundreds to thousands of mostly small‐scale jets could potentially impact the dayside magnetopause every hour.