It depends on what its made of, how fast it is traveling, etc.. The atmosphere of Mars being at the most around 2% of Earth's and most meteors 25 meters or less will break up in Earth atmosphere. Then a meteor less than .5 meters should break up on Mars. You can call a meteor that will make impact an asteroid.

https://en.wikipedia.org/wiki/Impact_depth

https://physics.stackexchange.com/questions/47754/minimum-size-of-an-asteroid-to-actually-impact-earth