A lithographic projection apparatus is disclosed that comprises a substrate table, a projection system, a liquid confinement structure and a thermal measurement system. The substrate table is configured to support a substrate. The projection system is configured to direct a patterned beam of radiation on to a target portion of the substrate. The liquid confinement structure is configured to at least partly confine an immersion liquid to a space between the projection system and the substrate, the substrate table, or both. The thermal measurement system comprises a thermally sensitive coating. The thermal measurement system is configured to detect the temperature of the immersion liquid in contact with the coating. Also disclosed is a thermal measurement system, a metrology system comprising the thermal measurement system and a dummy wafer for the thermal measurement system.