The THEMIS spacecraft encountered a Hot Flow Anomaly (HFA) on the dusk flank of the Earth’s bow shock on 4 July 2007, observing it on both sides of the shock. Meanwhile, the THEMIS ground magnetometers traced the progress of the associated Magnetic Impulse Event along the dawn flank of the magnetosphere, providing a unique opportunity to study the transmission of the HFA through the shock and the subsequent downstream response. THEMIS‐A, in the solar wind, observed classic HFA signatures. Isotropic electron distributions inside the upstream HFA are attributed to the action of the electron firehose instability. THEMIS‐E, just downstream, observed a much more complex disturbance with the pressure perturbation decoupled from the underlying discontinuity. Simple calculations show that the pressure perturbation would be capable of significantly changing the magnetopause location, which is confirmed by the ground‐based observations.