Recently, two-dimensional superconductivity was discovered at the oxide interface between KTaO_{3} and LaAlO_{3} (or EuO), whose superconducting transition temperature T_{c} is up to 2.2 K and exhibits strong crystalline-orientation dependence. However, the origin of the interfacial electron gas, which becomes superconducting at low temperatures, remains elusive. Taking the LaAlO_{3}/KTaO_{3}(111) interface as an example, we have demonstrated that there exists a critical LaAlO_{3} thickness of ∼3 nm. Namely, a thinner LaAlO_{3} film will give rise to an insulating but not conducting (or superconducting) interface. By in situ transport measurements during growth, we have also revealed that the critical thickness can be suppressed if exposure to oxygen is avoided. These observations, together with other control experiments, suggest strongly that the origination of the electron gas is dominated by the electron transfer that is from oxygen vacancies in the LaAlO_{3} film to the KTaO_{3} substrate.