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Abstract Understanding the behavior of confined matter within Van der Waals (VdW) materials is complicated due to the interplay of various factors, including the VdW interaction between the interlayers, the layer interaction with the matter, and the bending strain energy of the layers to accommodate encapsulation. Herein, new insight on the magnitude of pressure and density of water entrapped within confined spaces in VdW materials is provided. This is accomplished by studying the plasmon excitation of water encapsulated between two sheets of graphene membranes in an aberration‐corrected scanning transmission electron microscope. The results indicate ≈12% maximum increase in the density of water under tight graphene encasement, where pressure as high as 400 MPa is expected. The pressure estimation from theoretical analysis considering the effect of VdW forces, Laplace pressure, and strain energy is in agreement with the experimental results. The findings of this work open new opportunities to explore the local physical state of not only water but also other liquid materials under high pressure with imaging and analytical resolutions never achieved before.