Capillary bridges play an important role in the process of cohesion, which is crucial for wet granular media, and engineering of pharmaceuticals and food processing. However, the understanding of capillary bridges at the nanoscale remains unclear because the mechanical performance of nanoscale capillary bridges cannot be fully captured and explained by classical capillary theory. We applied a novel molecular dynamic simulation to investigate the dynamic formation process of nanoscale capillary bridges between quartz asperities. In comparison with classical capillary theory, our results suggested that the application of the toroidal approximation and gorge method will break down at the scale of 1 nm. Below this threshold, a pronounced oscillation in the adhesive force was observed due to inconsistent distribution of water molecules in the capillary bridges. Moreover, we found a non-linear correlation between the adhesive force and the saturation degree. Different from the cohesive stress of sandy soil as a function of saturation degree, we identified an optimal saturation range of 0.5-0.7 instead of 0.2-0.9 for the sandy soil. Our findings enhance the understanding of capillary bridges and provide new insights into the capillary force between particles in the fields of geotechnical engineering, food-process engineering, the pharmaceutical industry and nanotechnology.