This paper reports an experimental study where flame structure, flow topology and local extinction mechanisms of n-heptane spray flames are investigated. The burner consists of an annular non-swirling co-flow of air that surrounds a central hollow-cone spray injector, leading to a lifted spray flame. The experiments include measurements of droplet size and velocity by Phase Doppler Anemometry (PDA), flame structure by High-Speed Planar Laser Induced Fluorescence of OH radical (HS-OH-PLIF) simultaneously recorded with the velocity fields of the reactive flow obtained by High-Speed Particle Image Velocimetry (HS-PIV). The poly-disperse spray distribution yields small droplets along the centerline axis while the majority of the mass is located as large droplets along the spray borders. These large droplets associated with high velocities have ballistic trajectories and strongly interact with the inner wrinkled partially premixed flame front and the outer diffusion flame front. Simultaneous HS-OH-PLIF and HS-PIV images characterize the dynamics of extinction events in the spray jet flame. In the inner reaction zone, local flame extinctions are mainly controlled by the shear layer induced by the co-flow and the fuel–air heterogeneities due to the evaporation of small droplets in the vicinity of the flame front. The large scales of turbulence in the shear layer play a significant role in the dynamics of these extinctions. It is also found that the large inertial droplets penetrate the lower part of the inner front reaching the burned gases, where they evaporate rapidly. They also disturb the outer reaction zone due to the low droplets temperature and the rich mixture in the wake of droplet. These new results on local extinction of spray flames and droplet–flame interactions will also strengthen the CORIA Rouen Spray Burner (CRSB) database for the improvement of evaporation and combustion models for reacting sprays.