Provided are a pellicle for extreme ultraviolet light lithography, a method for producing the same, and an exposure method. A pellicle according to the present invention includes a first frame having a pellicle film located thereon; a second frame supporting the first frame; a through-hole running through the first frame; and a filter covering the through-hole on the side of a surface of the first frame on which the pellicle film is located. The through-hole may run through the pellicle film; and the filter may be located on the pellicle film. The filter may be located, adjacent to the pellicle film, on the first frame.