The applicability of Large-Eddy Simulation (LES) for analysing the phenomenon of turbulent spray flame impinging on a wall, under Compression-Ignition (CI) engine-like environment is assessed. The fuel spray is n-dodecane whose turbulent combustion is modelled using a Non-Adiabatic Flamelet/Progress-Variable (NA-FPV) approach. LESs are based on a Eulerian-Lagrangian framework and the sigma sub-grid turbulence model is used to calculate the subgrid scale (SGS) turbulent viscosity. Dynamics of liquid fuel film formed on the wall surface are captured using a particle-based framework. To couple the convective and radiative heat transfer at the wall surface, with the conduction heat transfer within the finite thickness solid wall, Conjugate Heat Transfer (CHT) is incorporated. LESs are performed with and without SGS models using different mesh resolutions, and the results are compared with those of a Direct Numerical Simulation (DNS). Application of sub-grid turbulence models is found to be crucial for accurate predictions of ignition delay time, flame lift-off length, wall heat flux, and other statistical quantities. It is demonstrated that LES can be successfully applied for reproducing the characteristics of turbulent spray flame, and its interaction with a wall upon impingement, while achieving 5 -6 times speed-up in computational performance compared to DNS.