Bulk and nanoconfined liquids have very different physics; for instance, nanoconfined liquids show stratification and position-dependent relaxation processes. A number of similarities between bulk and nanoconfined liquids have nevertheless been reported in computer simulations during the last decade. Inspired by these observations, we present results from molecular dynamics computer simulations of four nanoconfined liquids (the single-component Lennard-Jones liquid, the Kob–Andersen binary Lennard-Jones mixture, an asymmetric dumbbell model, and the Dzugutov liquid) demonstrating also a microscopic similarity between bulk and nanoconfined liquids. The results show that the interaction range for the wall–liquid and liquid–liquid interactions of the nanoconfined liquid is identical to that of the bulk liquid if the liquid is “Roskilde simple” in bulk as well as nanoconfinement, i.e., exhibits strong correlations between virial and potential-energy equilibrium fluctuations in the NVT ensemble. Under this condition, interactions beyond the first coordination shell may be ignored, in particular for the wall–liquid interactions. This is shown not to be the case for non-Roskilde-simple liquids.