A metallurgical lance 27 for injecting solid particulate material into a smelting vessel comprising a central core tube 31 through which to deliver the solids material and an annular cooling jacket 32 surrounding the central core tube. Jacket 32 includes a long hollow annular structure 41 formed by outer and inner tubes 42, 43 interconnected by a front end connector 44. An elongate tubular structure 45 is disposed within the hollow annular structure 41 so to divide the interior of structure 41 into an inner annular water flow passage 46 and an outer annular water flow passage 47. Tubular structure 45 has a forward end piece 49 which fits within front end connector 44 of structure 41 to form an annular end flow passage 51 which interconnects the forward ends of water flow passage 46, 47. Cooling water flows forwardly down the lance through inner passage 46 then outwardly and back around the forward annular end passage 51 into the outer passage 47 through which it flows backwardly along the lance to an outlet 53. The effective cross-sectional area for water flow through end passage 51 is less than the cross-sectional flow area of both the inner and outer passages 46, 47 to produce a high water flow rate in the tip region of the cooling jacket.