This paper investigated the impact of the exhaust gas recirculation on the concentration of selected harmful chemical compounds from the AVL 5402 research diesel engine powered with diesel fuel (DF) and compressed natural gas (CNG). The engine was operated in the dual fuel mode. It means that the engine was conventionally fuelled by regular diesel fuel and simultaneously by CNG dosed into the inlet pipe. The necessary tests were carried out for the mixtures containing 30, 50 and 70% of CNG (by energy content) in the total chemical energy delivered together with diesel fuel (DF) into the combustion chamber. The research was conducted for the stationary conditions of the engine operation at 1200 rpm and constant 1004 Joules of a fuel chemical energy delivered in each cycle into the combustion chamber. Under such conditions, the impact of the EGR rate changed in range of 0-50% on the emissions of selected unburned hydrocarbons (HC), carbon monoxide (CO), nitrogen oxides (NOx) as well as particulate matter (PM), was evaluated. The obtained results confirmed that the EGR system is effective in the reduction of the NOx formation for all tested fuel mixtures. Nevertheless, it was found that the addition of CNG combusted in the diesel engine generates more harmful pollutants in comparison with diesel fuel. However, in some cases the concentration of NOx as well as PM was comparable or lower. It suggests that the combustion of CNG in diesels allows achieving environmental benefits. In this case, further optimization of the engine fuel supply system is necessary.