A mask blank includes a substrate and a thin film formed thereon and used to form a pattern. The mask blank is adapted to be subjected to dry etching corresponding to a method of producing an exposure mask by patterning the thin film by dry etching using an etching gas substantially free from oxygen with a resist pattern formed on the thin film used as a mask. The thin film has a protective layer formed at least at its upper layer and containing 60 atomic % or more oxygen. For example, the dry etching is performed by the use of a chlorine-based gas substantially free from oxygen.