In this article, we address the fundamental question: "What is the critical size of a single cluster of gas molecules that grows and becomes a stable (or continuously growing) gas bubble during gas evolving reactions?" Electrochemical reactions that produce dissolved gas molecules are ubiquitous in electrochemical technologies, e.g., water electrolysis, photoelectrochemistry, chlorine production, corrosion, and often lead to the formation of gaseous bubbles. Herein, we demonstrate that electrochemical measurements of the dissolved gas concentration, at the instant prior to nucleation of an individual nanobubble of H2, N2, or O2 at a Pt nanodisk electrode, can be analyzed using classical thermodynamic relationships (Henry's law and the Young-Laplace equation - including non-ideal corrections) to provide an estimate of the size of the gas bubble nucleus that grows into a stable bubble. We further demonstrate that this critical nucleus size is independent of the radius of the Pt nanodisk employed (<100 nm radius), and weakly dependent on the nature of the gas. For example, the measured critical surface concentration of H2 of ∼0.23 M at the instant of bubble formation corresponds to a critical H2 nucleus that has a radius of ∼3.6 nm, an internal pressure of ∼350 atm, and contains ∼1700 H2 molecules. The data are consistent with stochastic fluctuations in the density of dissolved gas, at or near the Pt/solution interface, controlling the rate of bubble nucleation. We discuss the growth of the nucleus as a diffusion-limited process and how that process is affected by proximity to an electrode producing ∼10(11) gas molecules per second. Our study demonstrates the advantages of studying a single-entity, i.e., an individual nanobubble, in understanding and quantifying complex physicochemical phenomena.