A liquid immersion lithography apparatus includes a projection system, an opening from which liquid is supplied to a space under the projection system, the opening being connectable to a liquid source via a flow passage to supply the liquid to the space and the opening being connectable to a vacuum source via the flow passage, and a holding member by which a substrate is held, the holding member being movable below the projection system and the opening. The substrate held by the holding member is exposed through the liquid that is supplied from the opening and that covers only a portion of an upper surface of the substrate.