The coupling of mechanical oscillators with light has seen a recent surge of interest, as recent reviews report. 1,2 This coupling is enhanced when confining light in an optical cavity where the mechanical oscillator is integrated as backmirror or movable wall. At the nano-scale, the optomechanical coupling increases further thanks to a smaller optomechanical interaction volume and reduced mass of the mechanical oscillator. In view of realizing such cavity nanooptomechanics experiments, a scheme was proposed where a sub-wavelength sized nanomechanical oscillator is coupled to a high finesse optical microcavity. 3 Here we present such an experiment involving a single nanomechanical rod precisely positioned into the confined mode of a miniature Fabry-Pérot cavity. 4 We describe the employed stabilized cavity set-up and related finesse measurements. We proceed characterizing the nanorod vibration properties using ultrasonic piezo-actuation methods. Using the optical cavity as a transducer of nanomechanical motion, we monitor optically the piezo-driven nanorod vibration. On top of extending cavity quantum electrodynamics concepts to nanomechanical systems, cavity nano-optomechanics should advance into precision displacement measurements near the standard quantum limit 5 , investigation of mechanical systems in their quantum regime, non-linear dynamics 6 and sensing applications.