To provide an illumination optical device and a projection exposure device capable of reducing light quantity loss when illuminating a mask such as a reticle with illumination light in a prescribed polarization state.

An illumination optical device includes an illumination optical system ILS for illuminating a reticle R with illumination light IL and a projection optical system for projecting an image of a pattern of the reticle R on a wafer W. Illumination light IL emitted from an exposure light source 1 in a linear polarization state in the illumination optical system ILS passes through first and second double refraction members 12, 13 with different advance phase axis directions and illuminate the reticle R under a condition of annular illumination through such as a fly eye lens 14 after being converted to a polarization state which is substantially linear polarization in the circumferential direction with the optical axis as a center in an almost specific annular region.