Abstract: When the solar wind encounters the blunt Earth's magnetosphere, a detached shock (i.e., the bow shock) forms at a distance about ten Earth radii from the Earth. The Earth's magnetosheath is a spatially-bounded transition region between the bow shock and the magnetopause, which directly interfaces with the magnetosphere. As the dynamic processes occurring in the magnetosheath may directly influence the magnetosphere, research on the magnetosheath has an important impact on our understanding of the magnetospheric dynamics and space weather. The magnetosheath is a natural laboratory of plasma dynamics, exhibiting various types of structures and waves. Studying these structures and waves can help us understand the magnetosheath's dynamic processes and nonlinear wave-particle interactions. Also, the magnetosheath provides an advantage condition for studying plasma turbulence. Turbulence within the magnetosheath features a distinctive characteristic than the solar wind turbulence, which provides another important in-situ turbulence laboratory except for the solar wind. Thanks to the high-resolution plasma measurements from the Cluster and Magnetospheric Multiscale (MMS) mission, some dynamic phenomena can be studied by in-situ observations in the magnetosheath. This paper reviews recent advances in studying the structure, waves and turbulence of the Earth's magnetosheath. Moreover, we primarily focus on domestic research using the Cluster and MMS missions data. The review is organized a brief introduction to the magnetosheath is provided. Then, the related researches on structures, waves and turbulence are described in three sections, respectively. At last, we also discuss some unsolved problems and the possible future research directions.