Heat loss is more critical for the thermal efficiency improvement in small size diesel engines than large-size diesel engines. More than half of total heat energy in the internal-combustion engine is lost by cooling through the cylinder walls to the atmosphere and the exhaust gas. Therefore, the new combustion concept is needed to reduce losses in the cylinder wall. In a Direct Injection (DI) diesel engine, the spray behavior, including spray-wall impingement has an important role in the combustion development to reduce heat loss. The aim of this study is to understand the mechanism of the heat transfer from the spray and flame to the impinging wall. Experiments were performed in a constant volume vessel (CVV) at high pressures and high temperatures. Fuel was injected using a single-hole injector with a 0.133 mm diameter nozzle. Under these conditions, spray evaporates, then burns near the wall. Spray/flame behavior was investigated with a high-speed video camera. At the same time, the surface heat flux of the impingement wall was studied by three thin film thermocouple heat flux sensors. The results showed that local heat flux becomes a maximum at some spray impingement distances to the wall.