One-dimensional hybrid simulations are performed to investigate the interaction between an interplanetary rotational magnetic field (RF) and the terrestrial bow shock (a quasi-perpendicular and supercritical regime). A magnetic depression structure called a transient density event (TDE) that is anticorrelated to the density peak is built up and is enlarged from the RF region after its entry into the magnetosheath. Contrary to the MHD view, in which such a diamagnetic structure is sandwiched by two slow or time-dependent intermediate shocks, the TDE generation mechanism is strongly associated with effects of particle kinetics. Within the TDE, the proton temperature parallel to the ambient magnetic field Tp$parallel$ increases to be isotropic, while the ordinary shock downstream consists of strong anisotropic protons (Tp$perp$/Tp$parallel$ > 1). This parallel heating is due to enforced conversion of the perpendicular proton motion into a parallel one by the imposed RF. The resultant intense parallel/antiparallel flows generate the field gradient at the leading and trailing edges, which act as a mirror force and reduce the magnetic intensity. In this kinetic sense, slow or Alfv¿n modes predicted by MHD theories are inadequate for regarding as edges of such a structure. Similar to the normal mirror mode process, particles are concentrated and trapped within the weak field region, leading to a density buildup. The trapped particles lose their energy and undergo cooling as they are bounced at the diverging mirror points. Accordingly, the TDE structure hardly collapses and endures through the magnetosheath. Compared with the mirror instability, isotropization forced by external field fluctuations works more efficiently to produce such a magnetic depression. Thus the presence of the quasi-perpendicular shock, where large temperature anisotropy is generated, is one of the suitable situations for the TDE when interaction with the rotational field has taken place. This interaction model may also be applicable to the magnetic hole formation mechanism in the solar wind.