A lithographic projection apparatus includes a projection optics having a last element, by which an exposure light is projected onto an upper surface of a wafer through liquid covering a portion of the upper surface. The last element has a convex-shape incident surface, an exit surface from which the exposure light is emitted, and an outer surface arranged above the exit surface. The outer surface of the last element has a lower portion, and extends radially-outwardly and upwardly from the lower portion. The apparatus also includes a gap along the outer surface of the last element, the gap being defined between the outer surface of the last element and an opposing surface.