We investigated domain nucleation process in epitaxial Pb(Zr,Ti)O3 capacitors under a modified piezoresponse force microscope. We obtained domain evolution images during polarization switching process and observed that domain nucleation occurs at particular sites. This inhomogeneous nucleation process should play an important role in an early stage of switching and under a high electric field. We found that the number of nuclei is linearly proportional to log(switching time), suggesting a broad distribution of activation energies for nucleation. The nucleation sites for a positive bias differ from those for a negative bias, indicating that most nucleation sites are located at ferroelectric/electrode interfaces.