In this work we have derived the evolution equation for gravitational perturbation in four dimensional spacetime in presence of a spatial extra dimension. The evolution equation is derived by perturbing the effective gravitational field equations on the four dimensional spacetime, which inherits non-trivial higher dimensional effects. Note that this is different from the perturbation of the five dimensional gravitational field equations, existing in literature, and possess quantitatively new features. The gravitational perturbation has further been decomposed into a purely four dimensional part and another piece that depends on extra dimensions. The four dimensional gravitational perturbation now admits massive propagating degrees of freedom, owing to the existence of higher dimensions. We have also studied the influence of these massive propagating modes on the quasi-normal mode frequencies, signaling the higher dimensional nature of the spacetime, and have contrasted these massive modes with the massless modes in general relativity. Surprisingly, it turns out that the massive modes experience much smaller damping compared to the massless modes in general relativity and may even dominate over and above the general relativity contribution if one observes the ringdown phase of a black hole merger event at sufficiently late times. Furthermore, the whole analytical framework has been supplemented by the fully numerical Cauchy evolution problem as well. In this context we have shown that except for minute details the overall features of the gravitational perturbations are captured in both the Cauchy evolution as well as in the analysis of quasi-normal modes. The implications on observations of black holes with LIGO and proposed space missions like LISA are also discussed.