The attachment and detachment of microparticles from liquid interfaces are found in a host of applications, from capillary suspensions and slippery coatings to high efficiency filters. The adhesion of a microparticle on a liquid interface is governed by the shape of the meniscus and the associated surface tension. Motivated by a newly developed air filter, which is coated in ultrathin liquid coatings, we study the capillary detachment process of microparticles from thin oil coatings. To gain a better understanding, we measure the adhesion force while simultaneously visualizing the contact of the particle with the liquid film using a combination of the colloidal probe method and confocal microscopy. Different interfacial energies are considered while pulling a particle away from a liquid film as the thickness is decreased from a few microns to submicron thickness. The maximum adhesion force and the detachment distance of a particle from a submicron-thick liquid film are more sensitive to thickness than the detachment speed. Moreover, our confocal images illustrate that a depletion zone arises around the meniscus if the initial thickness is very small, suggesting that contact line angles may not be sufficient to describe the force. In addition to the surface tension around the contact line, the Laplace pressure contributes to a significant portion of the force and is critical for describing the force as the thickness decreases.