A projection exposure apparatus which has a projection optical system and projects a pattern onto a substrate through the projection optical system. The apparatus includes a sensor unit which includes a light-receiving element for detecting light incident through the projection optical system, a vessel in which the light receiving element is arranged, a sealing window which transmits the incident light and seals the vessel, and a driving mechanism which aligns the substrate. A space between the sealing window and the light-receiving element is filled with a liquid having a refractive index which is greater than one, and the liquid also serves as a coolant for cooling the driving mechanism.