An improved spray nozzle assembly for use in a steam desuperheating device that is adapted to spray cooling water into a flow of superheated steam. The nozzle assembly is of simple construction with relatively few components, and thus requires a minimal amount of maintenance. In addition, the nozzle assembly is specifically configured to, among other things, prevent thermal shock to prescribed internal structural components thereof, to prevent “sticking” of a valve element thereof, and to create a substantially uniformly distributed spray of cooling water for spraying into a flow of superheated steam in order to reduce the temperature of the steam.