The present invention relates to an objective for a lithographic projection apparatus comprising at least one immersion system having a first and a second liquid, the apparatus further comprising a gas supply system and a liquid supply system. During operation of a lithographic projection apparatus, which is for example of the type having a master stage, or ‘mask’ table and a substrate table, it is required to maintain the focus of the lithographic projection apparatus, for example on the basis of measurements with focus sensors. It is known that fluctuations in the temperature of components of the lithographic projection apparatus may lead to variation of the refractive index of the immersion fluid and therefore to a variation of the effective refractive index of the immersion fluid due to thermal expansion of optical components and structures. In lithography systems using 157 nm exposure radiation sources or EUV (extreme ultra-violet) sources, fluctuations in temperature of the order of a few degrees may in fact be a potential source for variations in focus. It is well-known in the art that it may be a challenge to provide cooling for sub-elements of lithographic projection apparatus in a simple and cost-efficient way, as e.g. in case cooling may involve sub-system of the projection apparatus, or cooling sub-systems of critical components may be challenging. Further, as an upper limit on the operating temperature of the immersion liquid, there are numerous substances (e.g. water) that in fact have a high thermal expansion coefficient, that may increase the demands on the cooling subsystem. Another problem in case of immersion in liquid as used herein shall be understood to be a cooling problem for the immersion system. The immersion system includes all parts of the apparatus that are in contact with the immersion liquid, for example optical components and other components of the apparatus that may be placed within a frame structure or support and may be immersed in a pool of immersion liquid. In particular, the immersion system includes all of those parts of a lithographic projection apparatus that come in contact with and that contain immersion liquid. This includes, but is not limited to, the master stage that holds the substrate, the substrate table and other components positioned between the substrate table and the projection system that are within a well filled with immersion liquid. All these components are therefore immersed into a pool of immersion liquid. The conventional way of cooling the immersion liquid would be to have large convection heat losses with a cooling liquid that is taken from the immersion liquid in order to cool the immersion liquid, so that some of this liquid is then recirculated into the immersion system and fills it with additional immersion liquid. Typically, a more efficient but more complex circulation system would have to be employed to implement this approach. It is desirable to provide a solution that alleviates or mitigates at least one of the problems of the prior art. It is also desirable to provide a method for operating a lithographic projection apparatus which ensures that critical parts of the apparatus are maintained at a temperature within a specified range during operation of the apparatus, wherein the range accounts for any temperature increase that may occur when operating the lithographic projection apparatus.