A lithographic apparatus includes a substrate table constructed to hold a substrate, a projection system configured to project a patterned radiation beam through an opening and onto a target portion of the substrate, and a conduit having an outlet in the opening. The conduit is configured to deliver gas to the opening. The lithographic apparatus further includes a cooling apparatus controlled by a control system. The cooling apparatus is configured to cool the gas such that gas which travels from the opening to the substrate has a predetermined temperature when the gas is incident upon the substrate.