Various types of pressure regulating devices are disclosed to reduce a pressure gradient in a liquid supply system of a lithographic apparatus, the liquid supply system having a liquid confinement structure configured to at least partially confine a liquid between a projection system and a substrate table of the lithographic apparatus. A high pressure gradient may cause particulate contamination in the liquid supply system and/or liquid confinement structure. A pressure gradient can be reduced by, for example, the use of slow switching in one or more valves, a bleed flow around or through one or more valves, diversion of liquid to a drain rather than or in addition to switching a valve off, a pressure regulator or flow restrictor to prevent shock waves, and a buffer volume/damper to compensate for pressure fluctuation.