One of the fundamental problems in plasma turbulence is to understand how energy is transferred across scales, and at which scales the interconversion of energy between different forms takes place. The study of cross-scale energy transfer provides insights into how energy cascades from the magnetohydrodynamic (MHD) scales to kinetic scales, and at which scales dissipation takes place. A scale-dependent filtering approach can be adopted to investigate this. There are various ways of estimating the turbulent energy dissipation rate, some of them being the cascade rate computed from the Yaglom third-order law, j.E or the pressure-strain interaction. Simulations suggest that these different proxies of energy dissipation dominate at different scales; for instance, the filtered pressure-strain interaction is found to be very small at large scales, and increases as we move to smaller scales. So far, such a study has not been performed using spacecraft observations. Here, we apply this filtering approach to MMS data in the magnetosheath, to better understand the scale-dependent nature of energy conversion in natural plasmas.