Fischer−Tropsch diesel fuel has desirable physicochemical properties, with the potential to significantly reduce diesel exhaust emissions. This paper evaluates the effects of the use of Fischer−Tropsch diesel fuel synthesized from coal (CFT) on diesel exhaust emissions. A four-cylinder common-rail direct-injection diesel engine fueled with Fischer−Tropsch diesel fuel synthesized from coal, diesel fuel, and blends of the two (15, 30, and 50% CFT by volume) was used. Tests were conducted using the European stationary cycle (ESC) and constant speed/varying load test modes. In the ESC test mode, the brake-specific regulated emissions were reduced by increasing the proportion of CFT in the fuel, achieving reductions of 3.2−33.9% for carbon monoxide, 3.6−39.3% for total unburned hydrocarbon, 0.1−11.8% for nitrogen oxides, and 1.0−25.5% for particulate matter; also, a marginal decrease in the brake-specific carbon dioxide was observed. In the constant speed/varying load test modes, the use of CFT also resulted in a general reduction of regulated emissions. The percentage reductions of carbon monoxide, total unburned hydrocarbon, and nitrogen oxide emissions at low engine speed were much lower than those observed at medium and high engine speeds, while there was no significant difference in the percentage reduction of particulate matter to be observed between the three levels of engine speed. At medium and high engine speeds, the percentage reduction of carbon monoxide showed a decreasing trend with an increasing engine load, and the percentage reduction of particulate matter at light engine loads was higher than at medium or high engine loads. In addition, the geometric mean diameter of particles exhibited a slight drop as the CFT ratio in the fuel was increased. CFT has a weak ability in reducing the total particulate count when compared to Fischer−Tropsch diesel fuels synthesized from natural gas.