An object of the present invention is to provide a substrate with a multilayer reflective film and the like used in the manufacturing of a reflective mask blank for EUV lithography which is to be subjected to dry etching with a Cl-based gas, wherein in the substrate with the multilayer reflective film, the loss of protective films by the dry etching and subsequent wet cleaning is very limited. The present invention is a substrate with a multilayer reflective film used in the manufacturing of a reflective mask blank for EUV lithography, comprising a substrate, a multilayer reflective film disposed on the substrate to reflect EUV light, and a protective film disposed on the multilayer reflective film to protect the multilayer reflective film, the protective film includes an alloy containing at least two metals, the alloy being an all-proportional solid solution.