Not necessarily, no. Economical diesels (such as the Volkswagen Polo Bluemotion) might have you thinking diesel is the 'greener' fuel.
Yes, petrols usually emit more carbon dioxide (CO2), but diesels pump out more local pollutants such as particulates and carbon monoxide. Both can aggravate respiratory and coronary problems. Nitrous oxide (NOx) emissions are higher, too, and this is linked to allergic reactions and acid rain.
Some modern diesels are fitted with filters that reduce particulate emissions, but these aren't fitted to all cars.
New cars are taxed only on CO2 emissions, though, so buying a diesel can save you money. You'll pay 25 less a year to tax a 2.0-litre diesel VW Golf than a 2.0-litre petrol, for instance.