Large fluctuations of plasma densities in the earth's flank-side magnetosheath (local times 1500-1700) are examined. The characteristics of the fluctuations are large amplitudes (Delta N/N similar to 1), long oscillation periods (T similar to 30 m) and anti- correlation between the plasma densities and magnetic field strengths. The variations of the solar wind plasma densities are negligible, whereas considerable fluctuations are found for the solar wind magnetic fields. Two possibilities are considered for the density fluctuations: 1) repeated traversals of the plasma depletion layer and the standing slow-mode waves near the magnetopause and 2) convected slow-mode waves generated at the earth's bow shock. Temperature anisotropy and density profile as expected from the repeated traversals are not confirmed with the observations. Based on the consideration that the present observations occur in the flanks where plasma flows are largely tangential to the magnetopause, we propose that the convected slow-mode waves play a role in the generation of the density fluctuations.