Examination of the small-scale density perturbations in Mars' thermosphere inferred from Mars Global Surveyor (MGS) accelerometer data reveals wave-like structures consistent with gravity waves. The structures are interpreted to be horizontal with dominant wavelengths of 100--300 km observed along the orbital path. Density perturbations are significantly stronger in winter versus spring/summer, suggesting that the zonal mean winds play a major role in filtering these waves. There is also evidence of possible modulation by the mean winds due to local time differences. No correlation is found with the underlying topography, a source region on Earth for gravity waves. In fact, density perturbations in the northern hemisphere are observed to be greater than those in the southern hemisphere, which has a higher orographic variance. Over the Martian tropics, an observed source region for gravity waves, density perturbations are again not elevated, leaving questions on how gravity waves observed in the lower atmosphere are related to those observed in the thermosphere.