The formation of cavities in ionic liquids in the vicinity of the liquid binodal curve is investigated by means of Monte Carlo simulations of the restricted primitive model (RPM). Analysis of the cavity size distribution functions provides a quantitative view of the hole sizes arising in ionic liquids when approaching the coexistence region. Cavities of sizes 0.1-1 nm are formed, the larger cavities being favored by the Coulombic forces. The mean cavity size grows with the square root of the temperature. We compute the reversible work needed to create a cavity in the ionic liquid and it is used to estimate the surface tension of the ionic liquid-vapor interface. The accuracy of theoretical approaches based on the scaled particle theory and Ornstein-Zernike equation to estimate the cavity work of formation in ionic liquids is discussed. We find that both simulations and integral equations predict density depletion with increasing cavity size, suggesting the existence of surface drying in ionic liquids. (C) 2003 American Institute of Physics.