Molecular dynamics simulations are performed to investigate the microscopic dynamics of a bubble when liquids are locally heated. We successfully observe that the heated atoms scatter the neighboring nonheated atoms and make a bubble, and then the bubble is cooled and compressed by the surrounding liquids. The bubble dynamics in this process agrees with the results of the Rayleigh-Plesset equation which describes the dynamics of a bubble in terms of macroscopic hydrodynamics. In this way, we clarify that the hydrodynamic description is reliable even for a microscopic bubble.