Although implementing Diesel particulate filters (DPF) and other novel aftertreatment technologies makes it possible to achieve significant reductions in particle mass emissions, it may induce the release of ultrafine particles and emissions of many other unregulated compounds. This paper focuses on (i) ultrafine particles, black carbon, BTEX, PAH, carbonyl compounds, and NO2 emissions from Euro 4 and Euro 5 Diesel and gasoline passenger cars, (ii) the influence of driving conditions (e.g., cold start, urban, rural and motorway conditions), and (iii) the impact of additive and catalysed DPF devices on vehicle emissions. Chassis dynamometer tests were conducted on four Euro 5 vehicles and two Euro 4 vehicles: gasoline vehicles with and without direct injection system and Diesel vehicles equipped with additive and catalysed particulate filters. The results showed that compared to hot-start cycles, cold-start urban cycles increased all pollutant emissions by a factor of two. The sole exception was NO2, which was reduced by a factor of 1.3–6. Particulate and black carbon emissions from the gasoline engines were significantly higher than those from the Diesel engines equipped with DPF. Moreover, the catalysed DPF emitted about 3–10 times more carbonyl compounds and particles than additive DPF, respectively, during urban driving cycles, while the additive DPF vehicles emitted 2 and 5 times more BTEX and carbonyl compounds during motorway driving cycles. Regarding particle number distribution, the motorway driving cycle induced the emission of particles smaller in diameter (mode at 15 nm) than the urban cold-start cycle (mode at 80–100 nm). The results showed a clear positive correlation between particle, black carbon, and BTEX emissions, and a negative correlation between particles and NO2.