A spectral purity filter is integrated with a collector optic (CO) in an EUV lithography apparatus. The element is coated on at least one surface (410) with a multilayer stack comprising a plurality of alternating material layers (for example Mo, Si) suitable for reflecting radiation of EUV wavelength. To manufacture the element, a substrate (402) is provided with a three-dimensional profile (410a, 412, 410b) on a scale much larger than the wavelength of EUV radiation. The multilayer stack is then applied as a series conformal coatings formed by atomic layer deposition on the substrate after formation of said profile. The profile, as reproduced in the MLM coating (310a, 312, 310b), forms a spectral purity filter. Unwanted radiation such as infrared radiation will be scattered or diffracted so that a reduced portion is reflected in the same direction as the reflected EUV radiation. The profile may be designed to form a phase grating, or a scattering texture.