We investigate localized magnetosheath and solar wind density enhancements, associated with clear magnetic field changes, and therefore referred to as magnetosheath/solar wind plasmoids, respectively. Using Cluster data, we show that there are two distinct populations of magnetosheath plasmoids, one associated with a decrease of magnetic field strength (diamagnetic plasmoids), and one with an increased magnetic field strength (paramagnetic plasmoids). The diamagnetic magnetosheath plasmoids have scale sizes of the order of 1–10 RE, while the paramagnetic ones are an order of magnitude smaller. The diamagnetic plasmoids are not associated with any change in the magnetosheath plasma flow velocity, and they are classified as embedded plasmoids in the terminology of Karlsson et al. (2012). The paramagnetic plasmoids may either be embedded or associated with increases in flow velocity (fast plasmoids). A search for plasmoids in the pristine solar wind resulted in identification of 62 diamagnetic plasmoids with very similar properties to the magnetosheath diamagnetic plasmoids, making it probable that the solar wind is the source of these structures. No paramagnetic plasmoids are found in the pristine solar wind, indicating that these are instead created at the bow shock or in the magnetosheath. We discuss the relation of the plasmoids to the phenomenon of magnetosheath jets, with which they have many properties in common, and suggest that the paramagnetic plasmoids can be regarded as a subset of these or a closely related phenomenon. We also discuss how the results from this study relate to theories addressing the formation of magnetosheath jets.