The models of diesel particulate filter and D19 diesel engine were established respectively by using the GT-Power software and the effects of DPF on power, torque, cylinder pressure and fuel consumption of D19 diesel engine were studied by coupling both models. The results show that the addition of DPF would lead to the increase of engine exhaust back pressure and fuel consumption and the decrease of output power, torque and peak combustion pressure and the trend became more obvious with the increase of particulate number in the carrier. The power and torque of D19 engine showed a significant down trend and nearly 4% drop especially at high speed and the increase of fuel consumption rate also approached 3% at high speed when the deposited soot of DPF reached 10 g/L.