In order to expand the practical application range of the proton exchange membrane water electrolyzers (PEMWE), it is necessary to reduce the mass transport loss due to oxygen at the anode. Oxygen transport near the catalyst layer (CL) is thought to have two transport mechanisms, gaseous oxygen and dissolved oxygen. However, as far as we know, there are no reports of experimental investigation of the presence of dissolved oxygen in PEMWE. In this study, the behavior of bubbles floating near CL was observed with a high-speed camera, and the bubble diameter was measured. Even after the bubbles left the CL surface, the bubble diameter continued to increase, confirming the presence of dissolved oxygen and the formation of an oxygen supersaturated region.