Provided is a mask blank including a phase shift film. The phase shift film is made of a material containing a non-metallic element and silicon and includes first, second, and third layers; refractive indexes n1, n2, and n3 of the first, second, and third layers, respectively, at the wavelength of an exposure light satisfy the relations of n1 n3; and extinction coefficients k1, k2, and k3 of the first, second, and third layers, respectively, at the wavelength of an exposure light satisfy the relation of k1>k2>k3.