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The design and the supervision of hybrid electric vehicles (HEV) are strongly coupled. The mutual influence between the optimal components sizing and the optimal operating points choice makes the problem complex. This was previously exposed in literature for spark ignition (SI) HEV. In this paper, we address the same issue for diesel HEV. In this case, the energy management strategy must take nitrogen oxides (NOx) emissions into account in addition to fuel consumption. This paper presents an optimal supervision strategy and its impact on the electric components sizing. The energy management strategy is based on the equivalent consumption minimization strategy (ECMS) using Pontryagin's minimum principle. It allows an adjustable trade-off between NOx and fuel consumption to be minimized. It was validated experimentally with a hardware-in-the-loop test bed.