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The primary power gap of chorus waves is statistically investigated using 7‐year waveform data from THEMIS probes for the first time. Overall, ~2/3 of chorus events have a power gap between the lower and upper bands. Both the gap frequency and the frequency bandwidth of the gap have a broad distribution, which peaks at frequencies of ~0.49fce and ~0.07fce, respectively. The gap frequency tends to increase with increasing |MLAT| (magnetic latitude), while the frequency width gradually increases with L‐shell. In most of banded events, the peak frequency of upper band is roughly twice that of lower band. Two types of events are studied. For Type I events, one population is located around Pup/Plow = 10−1, and the other is around Pup/Plow = 10−3. However, Type II events are roughly concentrated around Pup/Plow = 10−3. The gap frequency positively correlates with the frequency of upper band. Our study provides detailed observational constraints on potential mechanisms of the power gap formation. Key Points: We provide the first statistical study to comprehensively describe this mysterious power gap of chorus waves in the Earth's magnetosphereOverall, there are about 2/3 of events identified to have a power gap between two bands, and 1/3 of events are observed without a power gapWe have studied the distribution of both the gap frequency and frequency width of the power gap and their dependencies on two bands [ABSTRACT FROM AUTHOR]