The statistical behaviour and closure of sub-grid scalar fluxes in the context of turbulent premixed combustion have been assessed based on an a priori analysis of a detailed chemistry Direct Numerical Simulation (DNS) database consisting of three hydrogen-air flames spanning the corrugated flamelets (CF), thin reaction zones (TRZ) and broken reaction zones (BRZ) regimes of premixed turbulent combustion. The sub-grid scalar fluxes have been extracted by explicit filtering of DNS data. It has been found that the conventional gradient hypothesis model is not appropriate for the closure of sub-grid scalar flux for any scalar in the context of a multispecies system. However, the predictions of the conventional gradient hypothesis exhibit a greater level of qualitative agreement with DNS data for the flame representing the BRZ regime. The aforementioned behaviour has been analysed in terms of the properties of the invariants of the anisotropy tensor in the Lumley triangle. The flames in the CF and TRZ regimes are characterised by a pronounced two-dimensional anisotropy due to strong heat release whereas a three-dimensional and more isotropic behaviour is observed for the flame located in the BRZ regime. Two sub-grid scalar flux models which are capable of predicting counter-gradient transport have been considered for a priori DNS assessment of multispecies systems and have been analysed in terms of both qualitative and quantitative agreements. By combining the latter two sub-grid scalar flux closures, a new modelling strategy is suggested where one model is responsible for properly predicting the conditional mean accurately and the other model is responsible for the correlations between model and unclosed term. Detailed physical explanations for the observed behaviour and an assessment of existing modelling assumptions have been provided. Finally, the classical Bray–Moss–Libby theory for the scalar flux closure has been extended to address multispecies transport in the context of large eddy simulations.