Embedded Region 1 and 2 field‐aligned currents (FACs), intense FAC layers of mesoscale latitudinal width near the interface between large‐scale Region 1 and Region 2 FACs, are related to dramatic phenomena in the ionosphere such as discrete arcs, inverted‐V precipitation, and dawnside auroral polarization streams. These relationships suggest that the embedded FACs are potentially important for understanding ionospheric heating and magnetosphere‐ionosphere (M‐I) coupling and instabilities. Previous case studies of embedded FACs have led to the speculation that they may result from enhanced M‐I convection during active times. To explore this idea further, we investigate statistically their occurrence rates under a variety of geomagnetic conditions with a large event list constructed from 17 years of Defense Meteorological Satellite Program observations. The identification procedure is fully automated and explicit. The statistical results indicate that embedded Region 1 and 2 FACs are common, and that they have a higher chance to occur when the level of geomagnetic activity is higher (given by various indices), supporting the idea that they result from enhanced M‐I convection.