The invention relates to a cooling device for a spraying nozzle, in particular for cold gas spraying, and to a spraying nozzle assembly equipped with such a cooling device. The spraying nozzle is surrounded by an enclosure forming the cooling device, wherein it is provided according to the invention that a cooling line within the enclosure forms a closed system which can be supplied with a cooling medium by way of an inlet and an outlet. The cooling medium therefore advantageously does not come into contact with the spraying nozzle, which is inserted into a receiving opening in the enclosure by means of a loose fit. The closure may also advantageously taper conically towards the mouth of the spraying nozzle, and therefore coatings can also be applied to difficultly accessible components by means of the spraying nozzle assembly according to the invention.