A lithography apparatus includes an imaging lens module; a substrate table positioned underlying the imaging lens module and configured to hold a substrate; a fluid retaining module configured to hold a fluid in a space between the imaging lens module and a substrate on the substrate stage; and a heating element configured in the fluid retaining module and adjacent to the space. The heating element includes at least two of following: a sealant insoluble to the fluid for sealing the heating element in the fluid retaining module; a sealed opening configured in one of top portion and side portion of the fluid retaining module for sealing the heating element in the fluid retaining module; and/or a non-uniform temperature compensation device configured with the heating element.