Controlling solid state phase transitions via external stimuli offers rich physics along with possibilities of unparalleled applications in electronics and optics. The well-known metal-insulator transition (MIT) in vanadium dioxide (VO2) is one instance of such phase transitions emerging from strong electronic correlations. Inducing the MIT using electric field has been investigated extensively for the applications in electrical and ultrafast optical switching. However, as the Thomas-Fermi screening length is very short, for considerable alteration in the material’s properties with electric field induced MIT, crystals below 10 nm are needed. So far, the only way to achieve thin crystals of VO2 has been via epitaxial growth techniques. Yet, stress due to lattice mismatch as well as interdiffusion with the substrate complicate the studies. Here, we show that free-standing vapor-phase grown crystals of VO2 can be milled down to the desired thickness using argon ion-beam milling without compromising their electronic and structural properties. Among our results, we show that even below 4 nm thickness the MIT persists and the transition temperature is lowered in two-terminal devices as the crystal gets thinner. The findings in this Letter can be applied to similar strongly correlated materials to study quantum confinement effects.