The contact of water with graphene is of fundamental importance and of great interest for numerous promising applications, but how graphene interacts with water remains unclear. Here we used atomic force microscopy (AFM) to investigate hydrophilic mica substrates with some regions covered by mechanically exfoliated graphene layers in water. In water containing air gas close to the saturation concentration (within similar to 40%), cap-shaped nanostructures (or interfacial nanobubbles) and ordered-stripe domains were observed on graphene-covered regions but not on pure mica regions. These structures did not appear on graphene when samples were immersed in highly degassed water, indicating that their formation was caused by the adsorption of gas dissolved in water. Thus, atomically thin graphene, even at a narrow width of 20 nm, changes the local surface chemistry of a highly hydrophilic substrate. Furthermore, surface hydrophobicity significantly affects gas adsorption, which has broad implications for diverse phenomena in water.