A spray nozzle assembly in particular the type of spray nozzle having a check valve which is specifically adapted to be used with spray drying nozzles for example for the spray drying of milk. The assembly includes at least one wear part made from a hard and abrasion resistant material and a protective housing (120) made from a strong and resilient material. The housing (120) has a downstream chamber adapted to receive one or more of the wear parts in releasably trapped relationship. The downstream chamber has a wall (134) including a post (137) defined by a slot (138) in the downstream chamber wall (134) either side of the post (137), the post (137) including an inwardly extending protuberance (141, 145, 146) at or near its end and adapted to prevent the wear part from escaping from the downstream chamber.