In order to meet tight emission limits Diesel engines are nowadays equipped with additional hardware components like an exhaust gas recirculation valve and a variable geometry turbocharger. Conventional engine control units use two SISO control loops to regulate the exhaust gas recirculation valve and the variable geometry turbocharger, although their effects are highly coupled. Moreover, these actuators are subject to physical constraints which seems to make an advanced control approach like model predictive control (MPC) the method of choice. In order to deal with MPC sampling times in the order of milliseconds, we employed an extension of the recently developed online active set strategy for controlling a real-world Diesel engine in a closed-loop manner. The results show that predictive engine control based on online optimisation can be accomplished in real-time – even on cheap controller hardware – and leads to increased controller performance.