In this paper, the molecular dynamics simulation method is utilized to investigate the phase transition behavior of an argon film placed on cavity substrates with different wettability conditions. A simple Lennard-Jones liquid is heated by a metal platinum substrate at different temperatures, and a complete process of bubble nucleation is successfully visualized on the cavity substrate at temperatures of 150 and 160 K. Moreover, the bubble nucleation behavior shows dependence on cavity wettability. A layer of liquid atom is attracted to the strongly hydrophilic cavity and obtains more energy to nucleate first. In contrast, the liquid atom suffers a large repulsive force from the metal atom in the hydrophobic cavity, thus an original small bubble nucleus stably stays inside before the incipient boiling time. With an increase in the heating time, the original bubble nucleus grows up from the hydrophobic cavity. This bubble nucleation behavior on a hydrophobic cavity is in agreement with macro theory, which states that a cavity provides an original nucleus for bubble formation and growth. Besides, cavity wettability plays a crucial role in the incipient boiling temperature of an argon film. The incipient boiling temperature increases with the weakening of the cavity hydrophobicity, and this trend is in accordance with macro experiments, which show that liquid is easier to boil on a more hydrophobic substrate.