The non-trivial topology of the three-dimensional (3D) topological insulator (TI) dictates the appearance of gapless Dirac surface states. Intriguingly, when a 3D TI is made into a nanowire, a gap opens at the Dirac point due to the quantum confinement, leading to a peculiar Dirac sub-band structure. This gap is useful for, e.g., future Majorana qubits based on TIs. Furthermore, these Dirac sub-bands can be manipulated by a magnetic flux and are an ideal platform for generating stable Majorana zero modes (MZMs), which play a key role in topological quantum computing. However, direct evidence for the Dirac sub-bands in TI nanowires has not been reported so far. Here we show that by growing very thin ($sim$40-nm diameter) nanowires of the bulk-insulating topological insulator (Bi$_{1-x}$Sb$_x$)$_2$Te$_3$ and by tuning its chemical potential across the Dirac point with gating, one can unambiguously identify the Dirac sub-band structure. Specifically, the resistance measured on gate-tunable four-terminal devices was found to present non-equidistant peaks as a function of the gate voltage, which we theoretically show to be the unique signature of the quantum-confined Dirac surface states. These TI nanowires open the way to address the topological mesoscopic physics, and eventually the Majorana physics when proximitised by an $s$-wave superconductor.