An investigation of the thermal stability of size-selected Au nanoparticles (NPs) synthesized via inverse micelle encapsulation and deposited on SiO2(4 nm)/Si(100) is presented. The size and mobility of individual Au NPs after annealing at elevated temperatures in ultrahigh vacuum (UHV) was monitored via atomic force microscopy (AFM). An enhanced thermal stability against coarsening and lack of NP mobility was observed up to 1343 K. In addition, a drastic decrease in the average NP height was detected with increasing annealing temperature, which was not accompanied by the sublimation of Au atoms/clusters in UHV. The apparent decrease in the Au NP height observed is assigned to their ability to dig vertical channels in the underlying SiO2 support. More specifically, a progressive reduction in the thickness of the SiO2 support underneath and in the immediate vicinity of the NPs was evidenced, leading to NPs partially sinking into the SiO2 substrate. The complete removal of silicon oxide in small patches was observed to take place around the Au NPs after annealing at 1343 K in UHV. These results reveal a Au-assisted oxygen desorption from the support via reverse oxygen spillover to the NPs.