In immersion lithography technique, some defects such as a watermark and a nanoscale bubble have been focused as the serious problems to be solved. In order to clarify the formation mechanism of the watermark, the in-situ observation of the drying behavior of the water drop containing the particles and without the particles, are conducted on the Si substrates. In the static watermark formation on the flat substrate, we can classify the watermark formation processes based on the watermark shapes. From the surface energy balance analysis, the particles dispersed in the DI-water adhere on the Si substrate. In addition, from the Laplace force balance, the particles adhered on the Si substrate will attract the surrounding particles. Hence, we can clarify the formation mechanism of the static watermark condensed in the ring shape. Meanwhile, in the dynamic watermark formation, we can observe clearly the condensed watermark is formed on the Si substrate and the particles move to lower region in inclined drop. In actual immersion lithography system, we can discuss the particles are more likely to remain in the immersion liquid under the lens system.