We consider a water molecule under tight confinement in the small-sized fullerenes (C28, C30, C32) within the density functional theory (DFT) calculations with suitable exchange-correlation functionals. Such nanoscopic molecular cages provide an ideal setup to study their characteristic properties not present in the condensed phase. The water molecule entirely loses its feature of typical water when it is confined in small fullerenes of size equal to C30or smaller, in which the asymmetric O-H stretching vibration occurs at a lower wavenumber than the symmetric stretching. We study the response of the confined water molecule to the applied electric fields in terms of change in geometrical parameters, NMR spin-spin coupling constants, dipole moment, HOMO-LUMO (HL) gap, and vibrational frequency shift. The electric field shielding property of small-sized fullerene cages is explored and found to be strongly correlated with the HL gap. Since the electric field modulates the gap to decrease generally, shielding efficiency varies with field strength, thereby making large fields better shielded than small fields for the small penetration factor at large fields. The results that hold significance for technological applications are discussed.