Water nanobubbles manifest fascinatingly higher mechanical strength, higher thermal stability, and longer lifetime than macroscopic bubbles; thus, they provide an important impact in applications in the biomedical and chemical industries. However, a detailed understanding of the mechanism behind these mysteries of nanobubbles remains a challenge. Consistency between quantum computations and Raman spectrometric measurements confirmed our predictions that a nanobubble skin shares the same supersolidity with molecular clusters, skins of bulk water, and water droplets because of molecular undercoordination (fewer than four nearest molecular neighbors). Molecular undercoordination (coordination number Z(cluster) < Z(surface) < Z(bubble) < Z(bulk) = 4) shortens/extends the H-O/O:H bond and stiffens/softens its corresponding stretching phonons, whose frequency shift is proportional to the square root of the cohesive energy and inversely proportional to the segmental length. The strongly polarized O:H-O bond slows the molecular dynamics and increases the viscosity. The freezing temperature is lowered by the softened O:H bond, and the melting temperature is enhanced by the stiffened H-O bond. Therefore, the supersolid skin makes the nanobubbles thermally more stable, less dense, and stiffer and slows the dynamics of their molecular motion.