In a spray drying apparatus, comprising in a usual manner a drying chamber, an air disperser, and at least one pressure nozzle arrangement (4), means are provided for emptying the feed in the nozzle arrangement(s) (4) after the supply of feed from a feed system (5) is halted and before the nozzle arrangement(s) (4) are removed from the drying chamber and positioned in a cleaning system (7). The emptying takes place while maintaining atomization in the nozzle arrangement (4). The feed emptying system (6) comprises a pump (60), a pressurized air/gas source (61) and a conduit (62), and the spray drying apparatus at least one valve (45, 53, 63, 64, 65, 66) allowing switching from the feed system (5) to the feed emptying system (6).