We present a coordinated observation with the Magnetospheric Multiscale (MMS) mission, located in the Earth’s magnetotail plasma sheet, and the Acceleration, Reconnection, Turbulence, and Electrodynamics of the Moon’s Interaction with the Sun (ARTEMIS) mission, located in the solar wind, in order to understand the formation mechanism of the cold and dense plasma sheet (CDPS). MMS detected two CDPSs composed of two ion populations with different energies, where the energy of the cold ion population is the same as that of the solar wind measured by ARTEMIS. This feature directly indicates that the CDPSs are caused by the solar wind entry. In addition, He+ was observed in the CDPSs. The plasma density in these two CDPSs are ~1.8 cm−3 and ~10 cm−3, respectively, roughly 4–30 times the average value of a plasma sheet. We performed a cross-correlation analysis on the ion density of the CDPS and the solar wind, and we found that it takes 3.7–5.9 h for the solar wind to enter the plasma sheet. Such a coordinated observation confirms the previous speculation based on single-spacecraft measurements.