A liquid immersion lithography apparatus includes a projection system having a final optical element via which a substrate is exposed to an exposure beam through an immersion liquid located between the final optical element and the substrate, and a nozzle member. The nozzle member has a first opening on one side of the final optical element and from which the immersion liquid is supplied, a second opening on a second side of the final optical element and from which the immersion liquid is collected, and a liquid recovery portion that surrounds a path of the exposure beam and from which the immersion liquid is collected. During exposure, an upper surface of the substrate faces the liquid recovery portion, and the immersion liquid is supplied from the first opening while the immersion liquid supplied from the first opening is recovered from the second opening and the liquid recovery portion.