The influence of loading strategies on combustion and emissions parameters is experimentally and numerically studied under typical 5 s transient conditions of constant speed and increasing torque. The experiment is conducted on a two-stage turbocharged heavy-duty diesel engine with a constant opening valve high-pressure exhaust gas recirculation (EGR) system. The test results show that: compared with the full-stage loading (FSL) strategy (constant loading rate during the entire transient process), the sectional-stage loading (SSL) strategies (holding a certain time at 50% load) can significantly reduce soot emissions (by 41.3%); the greater the first-stage loading rate, the better the torque response performance, which maximally increases by 56.7%. Besides, longer loading holding time can effectively restrain the overshoot of EGR rate and advance the combustion phase (CA10, CA50) at medium and large loads. However, the larger second-stage loading rate slightly deteriorates the combustion and emission performance. This deterioration situation can be markedly suppressed by adopting a suitable loading hold time.