A lithographic projection apparatus is disclosed. The apparatus includes a radiation system for providing a beam of radiation, and a support structure for supporting a patterning device. The patterning device serves to pattern the beam of radiation according to a desired pattern. The apparatus also includes a substrate support for supporting a substrate, a projection system for projecting the patterned beam of radiation onto a target portion of the substrate, and a purge gas supply system. The purge gas supply system includes a purge gas mixture generator that includes a moisturizer that is arranged for adding moisture to a purge gas to generate a purge gas mixture, and a purge gas mixture outlet connected to the purge gas mixture generator for supplying the purge gas mixture to at least part of the lithographic projection apparatus.