The present work aims to contribute to the understanding at a molecular level of the origin of the hydrophobic nature of surfaces exhibiting roughness at the nanometer scale. Graphite-based smooth and model surfaces whose roughness dimension stretches from a few angstroms to a few nanometers were used in order to generate Cassie and Wenzel wetting states of water. The corresponding solid-liquid surface free energies were computed by means of molecular dynamics simulations. The solid-liquid surface free energy of water-smooth graphite was found to be -12.7 +/- 3.3 mJ/m(2), which is in reasonable agreement with a value estimated from experiments and fully consistent with the features of the employed model. All the rugged surfaces yielded higher surface free energy. In both Cassie and Wenzel states, the maximum variation of the surface free energy with respect to the smooth surface was observed to represent up to 50% of the water model surface tension. The solid-liquid surface free energy of Cassie states could be well predicted from the Cassie-Baxter equation where the surface free energies replace contact angles. The origin of the hydrophobic nature of surfaces yielding Cassie states was therefore found to be the reduction of the number of interactions between water and the solid surface where atomic defects were implemented. Wenzel's theory was found to fail to predict even qualitatively the variation of the solid-liquid surface free energy with respect to the roughness pattern. While graphite was found to be slightly hydrophilic, Wenzel states were found to be dominated by an unfavorable effect that overcame the favorable enthalpic effect induced by the implementation of roughness. From the quantitative point of view, the solid-liquid surface free energy of Wenzel states was found to vary linearly with the roughness contour length.