Power generation with thermoelectric devices in internal combustion engines is an alternative to recover some of the energy loss with the exhausts. This data article supports a study that assesses the potentialities of energy recovery with thermoelectric generators in diesel engines and its influence on gaseous emissions. To this end, a set of experiments was developed with a thermoelectric generator and a waffle heat exchanger. The experimental design included nine operation points of the engine to characterize the energy recovery of the thermoelectric generator under different exploitation conditions. Three different fuels (i.e., diesel, B5, and B10) were used. The experiments were developed in a test bench with three data acquisition systems to measure the operational variables (e.g., electric power generation, pressure drop, temperature, etc.). Moreover, a gas analyzer (BrainBee AGS-688), Bacharach gas analyzer (PCA 400), and a smoke meter (BrainBee OPA100) were used to measure exhaust emissions.