In recent years, hairpin windings are becoming a common choice being used for the high power density electric machines in Electrical Vehicles (EVs), e.g., Toyota Prius, owing to their high slot-fill factor, the compactness of their end windings, and their reduced manufacturing time and cost. Direct liquid cooling techniques are often utilised for the thermal management of the hairpin windings, such as oil spray cooling. The present paper aims at researching its heat removal performance via the Computational Fluid Dynamics (CFD) approach. Parameters that cannot be conveniently altered in experiments, such as the injection direction and the spray angles of the spray nozzles, are systematically varied to investigate their influence on the overall heat transfer performance. The mesh-less Moving Particle Simulation (MPS), which is a deterministic Lagrangian method discretizing the Navier-Stokes equations into particles and solving them, is adopted here as it has been proven to be particularly suitable when dealing with the free surface flow, like the atomization of jets and the splashing of droplets. Moreover, thanks to its capability of easily handling complex geometries, the hairpin windings can be modeled without simplifications or extensive pre-processing, making the simulation more realistic and affordable simultaneously. The simulation results indicate the heat transfer performance of spray cooling increases with increasing the spray angle or adopting the rotating axial or hollow shaft configurations.