AbstractThis study presents a statistical overview of coherent wave activity in Mercury's magnetosheath. Left‐handed electromagnetic ion cyclotron waves are commonly found behind the quasi‐perpendicular section of the bow shock, where they are present in ~50% of the spacecraft crossings of the magnetosheath. Their occurrence distribution maximizes within the magnetosheath, approximately halfway between the bow shock and the magnetopause, and the waves are generally strongly Doppler shifted up to frequencies above the local ion cyclotron frequency. Downstream of the quasi‐parallel shock, the magnetosheath often exhibits large‐amplitude pulsations with wave periods around 10 s and peak‐to‐peak amplitudes of up to 100 nT that dominate the magnetic field structure. These waves are circularly left‐hand polarized with wave vectors in the direction of the local shock normal. The data suggest that they have been generated upstream of the shock and transmitted into the downstream region. Their occurrence rates maximize at the near‐parallel shock, where they are present approximately 10% of the time, and where they also show their largest wave powers. Some evidence is also found of waves with a right‐handed polarization in the spacecraft frame. These consist of both whistler waves above the local ion cyclotron frequency and ion cyclotron waves propagating against the magnetosheath flow with Doppler shifts exceeding the intrinsic wave frequency, which results in a change in their apparent polarization. These waves are in minority compared to the left‐handed observations, which indicates a preference for ion cyclotron waves propagating in the direction of the plasma flow.