A liquid immersion lithography apparatus includes a projection system having a final optical element and a nozzle member having a first opening disposed on a first side of the final optical element and from which an immersion liquid is supplied, a second opening disposed on a second side of the final optical element and from which the immersion liquid is recovered, and a liquid recovery portion disposed to surround a path of an exposure beam and from which the immersion liquid is recovered. A tank is fluidicly connected to the liquid recovery portion of the nozzle member. During exposure of a substrate to the exposure beam, an upper surface of the substrate faces the liquid recovery portion, and the immersion liquid is supplied from the first opening while performing liquid recovery from the second opening and the liquid recovery portion.