Disclosed is a method for producing a substrate with a multilayer reflective film for EUV lithography including a multilayer reflective film disposed on a principal surface of a substrate, the method including a multilayer reflective film formation step of forming the multilayer reflective film on the principal surface of the substrate in such a manner that the multilayer reflective film has a slope region in which the film thickness is decreased in a direction from the inside to the outside of the substrate on a peripheral portion of the principal surface, and a fiducial mark formation step of forming fiducial marks in the slope region by removing at least a portion of the multilayer reflective film, the fiducial marks serving as references for a defective location indicated by defect information with respect to the surface of the substrate with the multilayer reflective film.