The invention provides a process and filter for catalytic purification of exhaust gas from a diesel engine by passing the exhaust gas through a wall flow filter provided with material being catalytic active in the reduction of nitrogen oxides to nitrogen and oxidation of carbonaceous compounds to carbon dioxide and water. The wall flow filter is prepared from silicon carbide and provided with a layer of titanium dioxide on its surface and wherein the catalytic active material comprises oxides of vanadium, tungsten and metallic palladium.