Context. Magnetic holes are ubiquitous structures in the solar wind and in planetary magnetosheaths. They consist of a strong depression of the magnetic field strength, most likely in pressure balance through increased plasma pressure, which is convected with the plasma flow. These structures are created through a plasma temperature anisotropy, where the perpendicular temperature (with respect to the magnetic field) is greater than the parallel temperature. The occurrence rate of these magnetic holes between Earth and Mercury can give us information about how the solar wind conditions develop on their way from the Sun to the outer Solar System. They also give information about basic plasma processes such as diffusion of magnetic structures.Aims. In this study we investigate the occurrence, size, and depth of magnetic holes during the cruise phase of BepiColombo and compare them with earlier studies.Methods. The BepiColombo magnetometer data were used to find the magnetic holes. We determined the size in seconds, the depth with respect to the background field, and the rotation angle of the background field across the structure. Minimum variance analysis delivers the polarization state of the magnetic holes. A direct comparison is made to the results obtained from the MESSENGER cruise phase.Results. We find an almost constant occurrence rate for magnetic holes between Mercury and Earth. The size of the holes is determined by the plasma conditions at the location where they are created and they grow in size, due to diffusion, as they move outwards in the Solar System. The greater the rotation of the background magnetic field across the structure, the larger the minimum size of the magnetic hole is.