Copyright © 2020 American Chemical Society. Confinement of hydrogen molecules at graphene-substrate interface has presented significant importance from the viewpoints of development of fundamental understanding of two-dimensional material interface and energy storage system. In this study, we investigate H2 confinement at a graphene-Au interface by combining selective proton permeability of graphene and the electrochemical hydrogen evolution reaction (electrochemical HER) method. After HER on a graphene/Au electrode in protonic acidic solution, scanning tunneling microscopy finds that H2 nanobubble structures can be produced between graphene and the Au surface. Defect dependence of the bubble formation suggests that intrinsic defects in graphene, which have high hydrogen permeation barrier but are permeable for protons, are involved in the fundamental mechanism of bubble formation. Strain analysis by Raman spectroscopy also shows that atomic size roughness on the graphene/Au surface originating from the HER-induced strain relaxation of graphene plays significant role in formation of the nucleation site and H2 storage capacity. The result presented herein would provide further understanding of molecular confinement at graphene-based interface and development of novel energy material.