A liquid immersion member is used in a liquid immersion exposure apparatus which exposes a substrate by exposure light via a first liquid between an emitting surface of an optical member and the substrate, and is capable of forming a liquid immersion space on an object movable below the optical member. The liquid immersion member includes a first member that is disposed at at least a portion of surrounding of the optical member; a second member that includes at least a portion disposed below the first member, that is capable of being opposite to the object and that is movable outside an optical path of the exposure light; and a protection part that protects the optical member. The protection part decreases a change in pressure which the optical member receives from the liquid in the liquid immersion space.