The Bubble Nebula (or NGC 7635) is a parsec-scale seemingly spherical wind-blown bubble around the relatively unevolved O star BD+60°2522. The young dynamical age of the nebula and significant space velocity of the star suggest that the Bubble Nebula might be a bow shock. We ran 2D hydrodynamic simulations to model the interaction of the wind of the central star with the interstellar medium (ISM). The models cover a range of possible ISM number densities of n = 50−200 cm−3 and stellar velocities of v* = 20−40 km s−1. Synthetic Hα and 24 μm emission maps predict the same apparent spherical bubble shape with quantitative properties similar to observations. The synthetic maps also predict a maximum brightness similar to that from the observations and agree that the maximum brightness is at the apex of the bow shock. The best-matching simulation had v* ≈ 20 km s−1 into an ISM with n ∼ 100 cm−3, at an angle of 60° with respect to the line of sight. Synthetic maps of soft (0.3−2 keV) and hard (2−10 keV) X-ray emission show that the brightest region is in the wake behind the star and not at the bow shock itself. The unabsorbed soft X-rays have a luminosity of ∼1032−1033 erg s−1. The hard X-rays are fainter: ∼1030−1031 erg s−1, and may be too faint for current X-ray instruments to successfully observe. Our results imply that the O star creates a bow shock as it moves through the ISM and in turn creates an asymmetric bubble visible at optical and infrared wavelengths and predicted to be visible in X-rays. The Bubble Nebula does not appear to be unique; it could simply be a favourably oriented, very dense bow shock. The dense ISM surrounding BD+60°2522 and its strong wind suggest that it could be a good candidate for detecting non-thermal emission.