Due to the inherent combustion characteristics of diesel engines, particulate matter (PM) and nitrogen oxides (NO) are the main pollutants of diesel engines. NO emissions under low load and low temperature are the focus of future regulation. Selective catalytic reduction coated on diesel particulate filter (SDPF) can reduce NO and PM emissions of diesel engines at the same time, especially improving the emission characteristics of NO under low load and low temperature. In this paper, a light-duty diesel engine with diesel oxidation catalyst (DOC) and SDPF was studied, and emission of particulate and gaseous pollutants of the engine before DOC, after DOC, and after SDPF was measured under 10 steady-state operating conditions. The effects of SDPF on particulate size distribution, the filtration efficiency of particulate, and the conversion efficiency of gaseous pollutants were analyzed. The results show that DOC + SDPF can trap PM with particle sizes between 10 and 23 nm by 1-2 orders of magnitude, and the conversion and filtration efficiency of DOC + SDPF for both gaseous pollutants and PM exceeds 90% under low-temperature and low-load conditions. The filtration efficiency of SDPF is 94.37% for PM and 90.36% for PN, and the conversion efficiency is 91.43% for NO.