A projection exposure apparatus is equipped with an illumination system, a reticle, a projection objective and an image plane. Interstitial spaces between the individual elements of the apparatus are open to the ambient space. A gas purge device which carries a stream of noble gas or nitrogen is arranged in at least one of the interstitial spaces. The gas purge device is of a shape and size so that one or more interstitial spaces are at least to a large extent sealed off from the ambient space surrounding the projection apparatus.