An exposure apparatus exposes a substrate with an energy beam via a projection system and liquid and an immersion member forms an immersion area under the projection system with the liquid. A controller controls a stage system having first and second substrate holding members that hold first and second substrates, (i) to execute a relative movement between the first and second substrate holding members such that, while one of the substrate holding members is arranged opposed to the projection system, the other of the substrate holding members comes close to the one substrate holding members, and (ii) to move the close substrate holding members relative to the immersion member below the projection system such that the other of the substrate holding members is arranged opposite to the projection system in place of the one substrate holding members while substantially maintaining the immersion area under the projection system.