Combustion phenomena in a millimeter scale combustor subjected to an intense heat loss were theoretically investigated. Although there has been much research on micro combustion devices, some basic questions on the combustion processes in such devices are yet to be answered. Two of the most prominent questions are the lower limit of the combustor size, and the combustion efficiency in a millimeter size combustor. As the combustor is reduced to a scale comparable to the laminar flame thickness, the existing theoretical model is not adequate for the prediction of the combustion process inside such a volume. On the other hand, many measurement techniques developed for macro scale combustion phenomena cannot be applied due to the size limitation further complicating the situation. In the present study, a simple theoretical analysis partially relying on experimental data is proposed. The analysis is based on the existing model of the flame propagation in a macro scale closed vessel. While the effect of heat loss to the wall is insignificant and ignored in a macro scale vessel, it is a decisive factor in a micro scale combustor. A heat loss model was derived from the measured data and the governing equation of conservation of mass and energy is integrated with constitutive thermodynamic relationships between gas properties. Calculations were compared with the measured data on quenching and resulted in a satisfactory agreement despite the simple nature of the proposed model.