A closed loop experimental device of spray cooling is designed and constructed based on high heat flux dissipation. Hot surface heat flux is calculated by thermocouple; spray distribution of nozzle and grain diameter and size are measured by PDA. A mathematical model of spray cooling is presented based on bubble dynamics and heat transfer. The results of numerical simulation show the relationship between the spray height and the spray cooling curve. With the spray height increasing, the spray cooling heat transfer capacity is enhanced, consisting with the same trend by experiment. The heat transfer coefficients in different spray angle, pressure, and height are presented, and the spray cooling heat transfer characteristics are analyzed. The conclusion is that the spray cooling heat transfer capacity in two phase region is significantly enhanced, and spray cooling has an optimal spray height.