In this paper, the microscopic spray characteristics of diesel, Rapeseed Methyl Ester (RME) and Gas-to-Liquid (GTL) fuel, were studied at different injection pressures and measuring positions using Phase Doppler Anemometry (PDA) technique and the velocity development and size distributions of the fuel droplets were analysed in order to understand spray atomisation process. The injection pressures ranged from 80MPa to 150MPa, and the measuring position varied from 20mm to 70mm downstream the nozzle. It was found that the data rate is quite low in the near nozzle region and at high injection pressure. Sauter Mean Diameter (SMD) of all fuels obviously decreases when the injection pressure increases from 80MPa to 120MPa; but the injection pressure has little promotion on the axial velocity of droplets. The SMD decreases with increasing axial distance from the nozzle from 40mm to 70mm downstream the nozzle for the given fuels at the injection pressure of 120MPa while relatively stable at 80MPa injection pressure. Moreover, the droplet velocity development of GTL and RME exhibits a similar tendency, compared with that of diesel at given injection pressure. GTL has the smallest SMD, compared with diesel and RME at the given test condition. For RME and diesel, SMD does not show obvious difference at 80MPa injection pressure. However, diesel obtained a smaller SMD when injection pressure was increased to 120MPa.