A liquid immersion exposure apparatus includes a nozzle member having a recovery port and an opening via which an exposure beam passes. A projection system includes a first element closest to an image surface and a second element which is second closest to the image surface. The first element has a first surface facing the image surface, a second surface facing a lower surface of the second element, an inclined outer surface extending upwardly and radially outwardly from the first surface and facing an inner surface of the nozzle member, and a flange portion provided above the inclined outer surface. A support member supports the flange portion of the first element. A substrate stage has a holder for holding a substrate to be exposed and moves the substrate below and relative to the nozzle member and the projection system.