The surface hydrophobicity of solid particles plays a critical role in the nucleation of gas hydrate formation, and it was found that the hydrophobic surface will promote this nucleation process, but the underlying mechanism is still unveiled. Herein, we proposed for the first time our new theory that the formation of methane nanoscale gas bubbles on the hydrophobic surface provides the nuclei sites for further formation of methane hydrate. First, we studied the effect of hydrophobicity of particles on the nucleation of hydrate. It was found that the hydrophobic graphite and silica particles would promote the nucleation of hydrate, but the hydrophilic silica particles did not promote the methane hydrate nucleation. Then, we designed the atomic force microscopy experiment to explain this mechanism from a nanometer scale. The results showed that the methane nanobubbles were formed on the hydrophobic highly ordered pyrolytic graphite surface, but they were hard to form on the hydrophilic mica surface. These results indicated that the methane nanobubbles on the hydrophobic surface could provide the gas hydrate nucleation sites and may induce a rapid nucleation of methane hydrate.