In order to investigate the evolution principle of soot formed inside the diesel spray flame, a soot trapping device was developed based on the thermophoretic phenomenon. The device was applied to a constant-volume combustion chamber to capture the soot formed during the combustion process of diesel spray. The soot captured was then observed and imaged by the high-resolution transmission electron microscopy. Soot images were taken at 200 nm and 10 nm scales to investigate their overall and local detailed features. The evolution of soot was analyzed according to its macro and micro structure characters. Furthermore, the soot particle size along the spray flame axial was investigated by image processing program based on Matlab. The result showed that the production of primary particles formed inside the flame promoted the aggregation of soot, the number of primary particles was increased at 60 mm and 80 mm downstream of the spray, and then it was decreased at 80 mm and 100 mm downstream of the spray. Meanwhile, the number of aggregated soot particles was increased along the spray axis. The diameter of the primary particles was about 30 nm, and the diameter of soot aggregation particles was no larger than 100 nm. In addition, the internal arrangement of the primary particles trended to be less chaos. The carbon coated copper gird survived the extreme environments inside the chamber without being burnt, warped, melted or oxidized. The device works well and it provides a new experimental method for the soot formation mechanism research at typical high pressure and high temperature environment inside the modern diesel engine.