This paper investigates the effect of the addition of natural gas (NG) and engine load on the cylinder pressure, combustion process, brake thermal efficiency, and methane combustion efficiency of a heavy-duty NG-diesel dual fuel engine. Significantly increased peak cylinder pressure (PCP) was only observed with the addition of NG at 100% load. The addition of a relatively large amount NG at high load slightly retarded the premixed combustion, significantly increased the peak heat release rate (PHRR) of the diffusion combustion, decreased the combustion duration, and advanced combustion phasing. The accelerated combustion process and increased heat release rate (HRR) at high load were supported by the increased NOx emissions with the addition of over 3% NG (vol.). By comparison, when operated at low load, the addition of a large amount of NG decreased the PHRR of the premixed combustion and slightly increased the PHRR during the late diffusion combustion. Improved brake thermal efficiency was only observed with the addition of a relatively large amount of NG at high load. The improved thermal efficiency was due to a decrease in combustion duration and the shifting of the combustion phasing toward the optimal phasing. The overall combustion efficiency of the dual fuel operation was always lower than diesel-only operation as indicated by the excess emissions of the unburned methane and carbon monoxide from dual fuel engine. This deteriorated the potential of dual fuel engine in further improving the brake thermal efficiency although the combustion duration of dual fuel engine at high load was much shorter than diesel only operation. The addition of NG at low load should be avoided due to the low combustion efficiency of NG and the decreased thermal efficiency. Approaches capable of further improving the in-cylinder combustion efficiency of NG should enable further improvement in the brake thermal efficiency.