The hydrodynamic hindering of a single-particle dynamics under total confinement is measured by optical microscopy. The three-dimensional trajectories of single-colloidal particles confined in spherical water globules of sizes only a few times the particle's diameter are tracked as they sample the entire volume of the globule. The hydrodynamic interactions between the particle and the spherical wall produce a dependence of the short-time diffusion on the particle's distance to the surface and an asymmetry in the radial and tangential components of the local diffusion coefficient, with the diffusion along the tangential direction being faster than along the radial direction. The latter decreasing close to the wall while the former being practically constant.