We report the nucleation process of methane hydrate on the molecular scale. A stationary planar interface separating methane gas and liquid water was studied by using in situ neutron reflectivity. We found that the angstrom-scale surface roughening is triggered as soon as the water phase contacts methane gas under the hydrate forming conditions. In addition, it was found that the microscopic surface structure remains unchanged until a macroscopic hydrate film is developed at the interface. We therefore postulate that the angstrom-scale surface roughening is attributed to the formation of microscopic hydrate "embryos" in a "dynamic equilibrium" manner.