A method of producing a glass substrate having a hole is provided. The method includes preparing the glass substrate having a first surface and a second surface facing each other; forming a hole in the glass substrate with a laser; and annealing the glass substrate placed on a first support substrate having a thermal expansion coefficient whose difference from a thermal expansion coefficient of the glass substrate is less than or equal to 1 ppm/K, where the first support substrate is placed on a second support substrate having a thermal expansion coefficient of less than or equal to 10 ppm/K.