A lithographic projection apparatus includes a liquid confinement structure extending along at least a part of a boundary of a space between a projection system and a substrate table, the space having a cross-sectional area smaller than the area of the substrate. The liquid confinement structure includes a first inlet to supply liquid, through which the patterned beam is projected, to the space, a first outlet to remove liquid after the liquid has passed under the projection system, a second inlet formed in a face of the structure, the face arranged to oppose a surface of the substrate, and located radially outward, with respect to an optical axis of the projection system, of the space to supply gas, and a second outlet formed in the face and located radially outward, with respect to an optical axis of the projection system, of the second inlet to remove gas.