Lithographic apparatus and device manufacturing method

A lithographic apparatus comprising:

• a substrate table constructed to hold a substrate;
• a projection system configured to project a patterned radiation beam out of the projection system through an opening defined by an opening defining wall connected to walls of a lower portion of the projection system and onto a target portion of the substrate;
• a conduit having an outlet in the opening, the conduit being configured to deliver a gas to the opening;
• and
• a cooling apparatus controlled by a control system, the cooling apparatus configured to cool the gas such that gas that travels from the opening to the substrate has a predetermined temperature when the gas is incident upon the substrate.