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We study the diurnal cycle of rapid thermal fluctuations observed by the Mars Environmental Dynamics Analyzer, onboard the Perseverance rover at Jezero Crater, as a function of local time and season. In this context, rapid refers to periods between 15 min and half a second. Some insight is also provided into wind fluctuations that are the base for most of the existing theories on turbulent flows. The results expand the observations from previous Mars missions, namely Viking, Mars Pathfinder, and Phoenix, and they add to our knowledge of near‐surface fluctuations on Mars. (a) Probability distribution functions of the fluctuations are determined and found to have exponential tails. This means that models that represent the interaction within the environment and with the surface as a stochastic forcing need to account for the sudden events responsible for the exponential tails. (b) Power density spectra are calculated and show several dynamical regimes with different slopes associated to forcing, an intermediate regime, and a higher frequency regime. All change with time of the day. The results imply that the fastest regime is not a universal scenario for the temperature fluctuations near the surface. (c) The scale dependence of the fluctuations confirms the existence of intermittent outbursts associated to the slower fluctuations, possibly associated to the larger scale structures, and explains why the spectral density slopes do not follow Kolmogorov's law. Understanding the role of larger scale structures would help refine scaling theories of the near‐surface Martian atmosphere and its interactions with the surface. The Martian atmosphere is mostly driven by solar radiative forcing that also controls how it interacts with the surface. Atmospheric phenomena respond within seconds to years, but models can only resolve limited ranges of these time scales. This work explores how temperature fluctuates at time scales faster than what models typically resolve, and how this variability affects phenomena at the time scales that they resolve. The statistical properties of rapid environmental changes, or fluctuations, caused by solar forcing help us understand how the lowest atmosphere and surface evolve and interact. Theories that have been tested on Earth predicting how energy transfers or dissipates between the fast and slow dynamical regimes are explored here searching for rules that relate both regimes on another world. This work finds that fluctuations of air temperature and horizontal winds near the Martian surface do not follow probability distributions typical of normal random processes. The energy transfer rate is not consistent at scales faster than 10 s with a unique, or universal, rule relating fast to slow fluctuations. Finally, it suggests that this lack of universality is caused by intermittent disruptions through sudden large coherent structures, like convective vortices and waves, that influence how temperature dissipates. Probability Distribution functions for temperature fluctuations at Jezero Crater on the time scale of seconds have exponential tailsPower density spectra of temperature fluctuations find at least two dynamical regimes that evolve differently with time of the daySudden outbursts, likely associated to coherent structures, disrupt intermittently the rate of temperature dissipation to the smaller scales Probability Distribution functions for temperature fluctuations at Jezero Crater on the time scale of seconds have exponential tails Power density spectra of temperature fluctuations find at least two dynamical regimes that evolve differently with time of the day Sudden outbursts, likely associated to coherent structures, disrupt intermittently the rate of temperature dissipation to the smaller scales