A thermal desorption particle beam mass spectrometer (TDPBMS) and tandem differential mobility analyzers (TDMA) were used for on-line measurements of the chemical composition and volatility of nanoparticles and larger particles emitted from a modern, heavy-duty diesel engine operated at light and medium loads under laboratory conditions. Temperature-dependent TDPBMS mass spectra and mass spectra obtained using spectrally distinctive oil and synthetic Fischer-Tropsch fuel were analyzed using mass spectral matching methods to obtain quantitative information on the contributions of fuel, oil, oxidation products, and sulfuric acid to particle composition. TDMA measurements of volatility yielded information on nanoparticle vapor pressures and therefore on the composition of organic components. The results indicate that, for these operating conditions, the volatile component of both diesel nanoparticles and larger particles is comprised of at least 95% unburned lubricating oil. TDMA volatility measurements also detected residual species a few nanometers in diameter, which may be non-volatile cores (soot, metal oxide) or low-volatility organic compounds. These on-line analyses provide new insights into the mechanisms of diesel nanoparticle formation.