The lithographic apparatus includes a support structure configured to hold a patterning device. The patterning device is configured to pattern a beam of radiation according to a desired pattern. The lithographic apparatus further includes a substrate table configured to hold a substrate, a projection system configured to project the patterned beam onto a target portion of the substrate, a measurement system configured to measure a parameter of (a) the substrate table, or (b) the substrate, or (c) an image projected by the projection system, or (d) any combination of (a)-(c), and a liquid supply system configured to supply a liquid to a space between the substrate and the projection system. The lithographic apparatus also includes a shield disposed in a vicinity of a portion of the measurement system and configured to shield the portion of the measurement system from the liquid.