Magnetic cavities (sometimes referred to as magnetic holes) at electron kinetic scale are thought to be one of the extremely small intermittent structures formed in magnetized turbulent plasmas, where the turbulence energy cascaded down to electron scale may finally be dissipated and consequently energize the electrons. However, the geometry and formation of these structures remain not definitively resolved. Here we discuss an electron scale magnetic cavity embedded in a proton scale magnetic cavity observed by the MMS spacecraft in the magnetosheath. By applying an innovative particle sounding technique, we directly depict the boundary of the electron scale magnetic cavity and uncover the geometry. We find that this structure is nearly circular with a radius of 10.0 km and its formation is due to the diamagnetic current. Investigation of the electron scale structure is only recently made possible by the high spatial and temporal resolution provided by MMS observations.