The invention provides a iquid immersion exposure apparatus, a producing method thereof, an exposure apparatus and a device producing method. An exposure apparatus (EX) exposes a substrate (P) by projecting an image of a pattern on the substrate (P) via a projection optical system (PL) and a liquid (1). The exposure device (EX) has a liquid supply mechanism (10) which supplies the liquid (1) between the projection optical system (PL) and the substrate (P). The liquid feeding mechanism (10) stops the supply of the liquid (1) when abnormality is detected. This suppresses influence to devices and members in the periphery of the substrate caused by leakage of the liquid forming a liquid immersion area, thereby realizing satisfactory exposure processing.