First high-altitude observations of gravity wave (GW)-induced CO\(_2\) density perturbations in the Martian thermosphere retrieved from NASA's NGIMS instrument on board the MAVEN satellite are presented and interpreted using the extended GW parameterization of Yi\u{g}it et al. [2008] and the Mars Climate Database as an input. Observed relative density perturbations between 180-220 km of 20-40 % demonstrate appreciable local time, latitude, and altitude variations. Modeling for the spatiotemporal conditions of the MAVEN observations suggests that GWs can directly propagate from the lower atmosphere to the thermosphere, produce appreciable dynamical effects, and likely contribute to the observed fluctuations. Modeled effects are somewhat smaller than the observed but their highly variable nature is in qualitative agreement with observations. Possible reasons for discrepancies between modeling and measurements are discussed.