The definitions for 'diary', which Qasem kindly copied from the Cambridge English dictionary for our benefit, are correct in terms of the English used outside the US:
1. A book in which you record your thoughts or feelings or what has happened each day
2. a book with a separate space or page for each day, in which you write down your future arrangements, meetings, etc.
http://dictionary.cambridge.org/dictionary/english/diary
In US English, only the first usage of 'diary' is current, and 'journal' is used to mean something very similar. Personally, I don't have a view on the exact difference between the words 'diary' and 'journal' when used to mean a record of daily events, thoughts and feelings, because I wouldn't use 'journal' in this way. I was interested to find this, though:
http://www.differencebetween.com/difference-between-journal-and-vs-diary/
The writer of this article states " The diary is like a record of a person’s daily activities; it is much like a mini newspaper that contains details about specific events during the day. A journal is much more personal than a diary. A journal contains feelings, emotions, problems, assurances and is pretty much used to examine one’s life."
This seems to contradict what Adrianna says.
I also came across a webpage where somebody said that girls write diaries while boys write journals!
So maybe even native speakers aren't sure of the difference.