A method of manufacturing a membrane assembly for EUV lithography, wherein a layer which forms at least part of a pellicle membrane is provided after one or more etching steps which define a pellicle border holding the pellicle membrane. Also provided is a pellicle substrate, the substrate including: a stack having a front face and back face, wherein one or more layers on the back face of the stack have been selectively removed to define a pellicle border region for holding the pellicle membrane before the layer which forms at least part of a pellicle membrane has been provided.