Diesel engines run at higher compression ratios, 20:1 vs. 10:1 IIRC, resulting in higher thermal efficiency, and they also don't need a throttle valve, meaning there is no pumping loss at partial loads. The higher compression ratio also means they must be stronger (heavier and more expensive).
Modern gasoline engines have a few more tricks though and reduce the gap (like very high top gear, direct injection etc.).
> no throttle valve, meaning there is no pumping loss at partial loads
I believe this effect is small compared to the alternative, which is that partial loads have dramatically excess air. That excess air isn't involved in the combustion, but still gets heated and pumped through the exhaust. That energy loss exceeds the pumping loss through a throttle on a part loaded engine.
Obviously the ideal case for both engine types is that you run it at a lower RPM whenever you need less power out. Unfortunately, that has other downsides (mostly slower response when you floor-it). Luckily, hybrid electric systems mitigate much of that downside by providing rapid response with electricity and allowing your engine to sit at 1000 rpm and 80% throttle in a super high gear while cruising 70mph on the freeway.
Modern gasoline engines have a few more tricks though and reduce the gap (like very high top gear, direct injection etc.).