Although research in the field of ionic liquids for electrochemical applications has led to a deeper knowledge in their electrochemical properties, doubts in the interpretation of the experimental results are still encountered in the literature due to the poor control of the experimental conditions and/or to the limited number of experiments conducted. In this work, the effect of water and oxygen traces on the cathodic stability window of hydrophobic, air-stable ionic liquids composed of N-alkyl-N-methylpyrrolidinium (PYR1A +) cations and bis(trifluoromethanesulfonyl)imide (TFSI−) anion, is reported. The extensive investigation performed by linear sweep voltammetry (LSV) and cyclic voltammetry (CV) indicates that the TFSI− anion is cathodically stable if the ionic liquid is pure and dry. The N-alkyl-N-methylpyrrolidinium bis(trifluoromethanesulfonyl)imide ionic liquids investigated showed featureless cathodic linear sweep voltammetry curves before the massive cation decomposition took place at very low potentials.