We show that a very thin (5-80 nm) gas phase can exist for a long time (>1 h) at the interface between a hydrophobic solid and water. We create the gas phase from CO2, which allows us to determine the chemical identity, phase state, and density via infrared spectroscopy. The average density reveals that the gas is at approximately atmospheric pressure, which explains the unexpectedly long lifetime of the gas phase under ambient conditions. The nanoscale gas phase is reproducibly created under conditions where gas solubility is varied.