Molecular‐level insight into interfacial water at a buried electrode interface is essential in electrochemistry, but spectroscopic probing of the interface remains challenging. Here, using surface‐specific heterodyne‐detected sum‐frequency generation (HD‐SFG) spectroscopy, we directly access the interfacial water in contact with the graphene electrode supported on calcium fluoride (CaF2). We find phase transition‐like variations of the HD‐SFG spectra vs. applied potentials, which arises not from the charging/discharging of graphene but from the charging/discharging of the CaF2 substrate through the pseudocapacitive process. The potential‐dependent spectra are nearly identical to the pH‐dependent spectra, evidencing that the pseudocapacitive behavior is associated with a substantial local pH change induced by water dissociation between the CaF2 and graphene. Our work evidences the local molecular‐level effects of pseudocapacitive charging at an electrode/aqueous electrolyte interface.