A sensor for use in lithographic apparatus of an immersion type and which, in use, comes into contact with the immersion liquid is arranged so that the thermal resistance of a first heat path from a transducer of the sensor to a temperature conditioning device is less than the thermal resistance of a second heat flow path from the transducer to the immersion liquid. Thus, heat flow is preferentially towards the temperature conditioning device and not the immersion liquid so that temperature-induced disturbance in the immersion liquid is reduced or minimized.