A spray jet flame is modelled using Large Eddy Simulation (LES) with Doubly Conditional Moment Closure (DCMC). Since turbulent spray flames may include multiple combustion modes, the DCMC model uses both mixture fraction and reaction progress variable as conditioning variables. Conditional spray terms were included in the DCMC model to consider the coupling between evaporation and the flame structure. In the case of spatial homogeneity and in the limit of negligible mixture fraction scalar dissipation rate (SDR), the DCMC equation is shown to reproduce the flame structure of freely propagating laminar flames. For the spray jet flame, a good agreement between the simulation results and the experiments is achieved, in terms of the spray statistics, as well as the instantaneous and mean flame shape. The simulation shows important differences in the flame structure between the turbulent inner and the quasilaminar outer flame branch. The doubly-conditional parametrisation appears to be advantageous for resolving small scale effects related to droplet evaporation. Analysis of the DCMC equation suggests that the behaviour of the flame at its anchoring point is strongly influenced by non-premixed burning modes. The solution appears to be weakly affected by terms of convective transport in the DCMC equation, but significant spatial variations and temporal fluctuations of the conditional reaction rate, around 10 % of the time-based mean, persist.