The flow field surrounding an axisymmetric, confined, impinging jet was investigated with a focus on the early development of the triple-layered wall jet structure. Experiments were conducted using stereo particle image velocimetry at three different confinement gap heights (2, 4, and 8 jet diameters) across Reynolds numbers ranging from 1000 to 9000. The rotating flow structures within the confinement region and their interaction with the surrounding flow were dependent on the confinement gap height and Reynolds number. The recirculation core shifted downstream as the Reynolds number increased. For the smallest confinement gap height investigated, the strong recirculation caused a disruption of the wall jet development. The radial position of the recirculation core observed at this small gap height was found to coincide with the location where the maximum wall jet velocity had decayed to 15% of the impinging jet exit velocity. After this point, the self-similarity hypothesis failed to predict the evolution of the wall jet further downstream. A reduction in confinement gap height increased the growth rates of the wall jet thickness but did not affect the decay rate of the wall jet maximum velocity. For jet Reynolds numbers above 2500, the decay rate of the maximum velocity in the developing region of the wall jet was approximately −1.1, which is close to previous results reported for the fully developed region of radial wall jets. A much higher decay rate of −1.5 was found for the wall jet formed by a laminar impinging jet at Re = 1000.