A lithographic apparatus includes a movable first object, and a heat exchanger including a heat exchanging body, the heat exchanging body including a material with electro-caloric or magneto-caloric properties and configured to affect the temperature of the first object by exchanging heat with the movable first object, and a generator configured to supply an electromagnetic field to the heat exchanging body to change the temperature of the heat exchanging body in order to cool or heat the first object.