In the exposure apparatus of the present invention, a sealed chamber defined by a first lens and a second lens in an input lens system on a plane of incidence of a fly-eye lens in an illumination optical system is provided. In a gas exchanging step, the impurity gas in the sealed chamber is first exhausted through an electromagnetic valve provided with a check valve and a gas exhaust pipe, using a gas exhaust pump and then, a high-purity nitrogen gas is supplied from a gas bomb through a gas supply pipe and an electromagnetic valve provided with a check valve to the sealed chamber. Using a pressure sensor provided in the sealed chamber, the gas exchanging step is repeated while maintaining an amount of change in pressure in the sealed chamber within a predetermined allowable range, to thereby reduce the concentration of impurities in the gas in the sealed chamber to a target value.