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We report a Monte Carlo simulation study of length-scale dependent density fluctuations in cavities in the coarse-grained mW representation of water at ambient conditions. Specifically, we use a combination of test particle insertion and umbrella sampling techniques to examine the full range of water occupation states in spherical cavities up to 6.3 Å in radius in water. As has previously been observed, water density fluctuations are found to be effectively Gaussian in nature for atomic-scale cavities, but as the cavities get larger they exhibit a non-Gaussian “fat-tail” distribution for lower occupancy states. We introduce a new statistical thermodynamic approach to analyze non-Gaussian fluctuations based on the radial distribution of waters about cavities with varying numbers of waters within its boundaries. It is shown that the onset on these non-Gaussian fluctuations is a result of the formation of a bubble within the cavity as it is emptied that is accompanied by the adsorption of waters onto its interior surface. We revisit a theoretical framework we previously introduced to describe Gaussian fluctuations within cavities to now incorporate bubble formation by including surface tension contributions. This modified theory accurately describes density fluctuations within both atomic and meso-scale cavities. Moreover, the theory predicts the transition from Gaussian to non-Gaussian fluctuations at a specific cavity occupancy in excellent agreement with simulation observations.