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Here we provide a theoretical framework describing the generation of the fast jet ejected vertically out of a liquid when a bubble, resting on a liquid–gas interface, bursts. The self-consistent physical mechanism presented here explains the emergence of the liquid jet as a consequence of the collapse of the gas cavity driven by the low capillary pressures that appear suddenly around its base when the cap, the thin film separating the bubble from the ambient gas, pinches. The resulting pressure gradient deforms the bubble which, at the moment of jet ejection, adopts the shape of a truncated cone. The dynamics near the lower base of the cone, and thus the jet ejection process, is determined by the wavelength 𝜆∗ of the smallest capillary wave created during the coalescence of the bubble with the atmosphere which is not attenuated by viscosity.