Recent experiments have reported on controlled nucleation of individual skyrmions in chiral magnets. Here we show that in magnetic ultra-thin films with interfacial Dzyaloshinskii-Moriya interaction, single skyrmions of different radii can be nucleated by creating a local distortion in the magnetic field. In our study, we have considered zero temperature quantum nucleation of a single skyrmion from a ferromagnetic phase. The physical scenario we model is one where a uniform field stabilizes the ferromagnet, and an opposing local magnetic field over a circular spot, generated by the tip of a local probe, drives the skyrmion nucleation. Using spin path integrals and a collective coordinate approximation, the tunneling rate from the ferromagnetic to the single skyrmion state is computed as a function of the tips magnetic field and the circular spot radius. Suitable parameters for the observation of the quantum nucleation of single skyrmions are identified.