Understanding the basic physicochemical properties of gas molecules confined within nanobubbles is of fundamental importance for chemical and biological process. Here we successfully monitored the nanobubble-confined electrochemical behaviors of single platinum nanoparticles (PtNPs) at a carbon fiber ultramicroelectrode in HClO4 and H2O2 solution. Owing to the catalytic decomposition of H2O2, a single oxygen nanobubble formed on individual PtNPs to block the active surface of particle for proton reduction and suppress their stochastic motion, resulting in significantly distinguished current traces. Furthermore, the combination of theoretical calculation and high-resolution electrochemical measurement allowed the size of nanobubble and the oxygen gas density inside a single nanobubble to be quantified. And the ultrahigh oxygen density inside (9286 kg/m3) was revealed, indicating gas molecules in a nanosized space existed with a high state of aggregation. Our approach sheds light on gas aggregation behaviors of nanoscale bubbles using single-entity electrochemical measurement.