A multilayer reflective film coated substrate includes a multilayer under film comprised of Mo/Si alternately-layered films and a multilayer reflective film comprised of Mo/Si alternately-layered films for reflecting exposure light. The multilayer under film and the multilayer reflective film are formed on a substrate in this order. Given that a cycle length of the multilayer under film is d bottom (unit:nm) and a cycle length of the multilayer reflective film is d top (unit:nm), a relationship of a formula (1) is satisfied when d bottom>d top, the formula (1) given by (n+0.15)×d top≦d bottom≦(n+0.9)×d top where n is a natural number equal to or greater than 1.