A nasal delivery device is provided for delivering substances such as liquid drugs, vaccines and the like to a nasal passage. The nasal delivery device preferably comprises a drug container such as syringe and a separable spray nozzle. The spray nozzle includes a rigid plastic cap having a spray aperture at a distal end of the nozzle for delivering the liquid substance to the nasal passage. Attachment means is provided for attaching the spray nozzle to the syringe at the time of the delivery of the liquid substance to the nasal passage. The nozzle defines a conduit that allows fluid communication from the syringe to the spray aperture. The nozzle includes an internal valve between the spray aperture and the syringe for allowing only pressurized liquid substance to flow through the conduit and the aperture so that a mist or spray is delivered through the spray aperture.