Substantial amount of fuel energy input is lost by heat transfer through combustion chamber walls in the internal combustion engines. Therefore, these heat losses account for reduced thermal efficiency, in that spray-wall impingement plays a crucial role in Direct Injection (DI) diesel engines. The aim of this study is to understand the heat transfer mechanisms caused by spray-wall interaction in order to provide new insights into thermal efficiency improvement. The combined effect of injection pressure, impingement distance and nozzle hole diameter was investigated for further understanding heat loss mechanism. Experiments were conducted using a constant volume vessel at high pressure and high temperature. The fuel was injected using a single-hole nozzle with diameters of 0.122 and 0.133 mm. The injection pressures were selected as 80, 120 and 180 MPa. The impingement distances were set at 30, 40 and 50 mm. The experiment results show that injection pressure is predominant factor on spray-wall heat transfer. It was also evident from the result of the combined effect of impingement distance/injection pressure that increasing injection pressure with increasing impingement distance substancially increases the heat rejection through the wall.