Heat transfer phenomenon in internal combustion diesel engine is one of problems to be solved. This study was conducted to investigate the relationship between diesel spray impingement, combustion processes, and heat loss using a rapid compression and expansion machine (RCEM). Furthermore, spray combustion and heat transfer processes were investigated using multiple injection strategies with a 6-holes injector. The amounts of diesel fuel used in the pilot, pre-injection, and main injection sprays were 3.964, 0.747, and 11.205 mg, respectively. Variations in common rail pressure conditions (30, 120, and 180 MPa) were applied to properly investigate spray evaporation, air–fuel mixture formation, and heat transfer in the combustion chamber. In addition, a local wall heat flux sensor was installed in the cylinder (head and liner) and piston cavity (upper lip, lip, and bottom) to measure the heat flux distribution, and a diffused backlight illumination method was used to visualize the spray and flame behavior in the combustion chamber and 2D piston cavity. The results showed that the impingement flame surrounding the cylinder head contributed to the highest magnitude and longest duration of the heat flux on the cylinder side owing to the spray flame velocity, impingement, and residence time. Meanwhile, the highest different temperature at cavity bottom induced more heat flux on the cavity side than that on the squish side. In addition, the higher injection pressure increased the spray momentum and spray tip penetration which led to a better air–fuel mixture, better evaporation rate, and less flame residence that contributed to reduce the accumulated heat loss in combustion chamber. Furthermore, a low common rail pressure was found to induce a greater difference in the accumulated heat flux ratio than a high common rail pressure which is owing to longer flame residence time in the combustion chamber. They were approximately 14% and 6% greater than that compared to the baseline common rail pressure which mean that a high common rail pressure contributes for the improving thermal efficiency in spray combustion.