The study on the penetration of sprays during the initial phase of injection period, i.e. ignition delay period, in high speed small D.I. diesel engines are strongly affected by such behavior. To investigate the penetration of the sprays injected through single cylinderical orifice, a mathematical model was developed and compared with experimental results. In this model, radial heterogeneity of fuel density in the spray, transiency of injection pressure difference, and spray outrunning phenomenon were considered simultaneously. Experiments on the behaviors of sprays in the high pressure air chamber were conducted at various injection pressure differences and different levels of back air pressure. The behaviors of sprays injected into the chamber through the conventional Bosch injection pump were visualized with side stroboscopic illumination. Comparison of the experimental results with predictions from the mathematical model confirmed the validity of the model. It was also found that during the initial phase of the injection period the penetration of sprays vs. time appeared to have two transition points; one corresponded to disintegration point of liquid fuel jet, the other to the beginning of steady state injection.