The interaction of turbulent non-premixed flames with fine water spray is studied using direct numerical simulations (DNS) with detailed chemistry. The study is of practical importance in fire safety devices that operate in the mist regime, as well as in their use as an inexpensive temperature control mechanism for gas turbines. Dynamics of water spray is represented by the Lagrangian particle-in-cell method, coupled with an Eulerian gas-phase reacting flow solver. The model configuration is a two-dimensional ethylene–air counterflow diffusion flame at moderate strain rates. Laminar and turbulent flame simulations are performed at various water loading conditions. Comparison of various simulation cases highlights the flame weakening characteristics due to aerodynamic stretch and heat loss due to water spray evaporation. Local flame extinction is identified by a flame weakness factor derived based on an asymptotic model under non-adiabatic environments. A statistical analysis of the cumulative turbulent flame data shows that a large heat release enhancement is observed during the flame quenching due to the occurrence of edge flames, while such effects are substantially reduced in the presence of water spray. Findings from this study provide a better understanding of interaction between thermal and aerodynamic quenching in turbulent flame dynamics.