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Using observational data from the Magnetospheric Multiscale mission in the Earth’s magnetosheath, we estimate the energy cascade rate at three ranges of length scale, employing a single data interval, using different techniques within the framework of incompressible magnetohydrodynamic (MHD) turbulence. At the energy-containing scale, the energy budget is controlled by the von Kármán decay law. Inertial range cascade is estimated by fitting a linear scaling to the mixed third-order structure function. Finally, we use a multi-spacecraft technique to estimate the Kolmogorov–Yaglom-like cascade rate in the kinetic range, well below the ion inertial length scale, where we expect a reduction due to involvement of other channels of transfer. The computed inertial range cascade rate is almost equal to the von Kármán–MHD law at the energy-containing scale, while the incompressive cascade rate evaluated at the kinetic scale is somewhat lower, as anticipated in theory. In agreement with a recent study, we find that the incompressive cascade rate in the Earth’s magnetosheath is about 1000 times larger than the cascade rate in the pristine solar wind. [ABSTRACT FROM AUTHOR]