\d is less efficient than [0-9]

\d checks all Unicode digits, while [0-9] is limited to these 10 characters. For example, Persian digits, ۱۲۳۴۵۶۷۸۹, are an example of Unicode digits which are matched with \d, but not [0-9].

You can generate a list of all such characters using the following code:

var sb = new StringBuilder();
for(UInt16 i = 0; i < UInt16.MaxValue; i++)
{
    string str = Convert.ToChar(i).ToString();
    if (Regex.IsMatch(str, @"\d"))
        sb.Append(str);
}
Console.WriteLine(sb.ToString());

Which generates:

0123456789٠١٢٣٤٥٦٧٨٩۰۱۲۳۴۵۶۷۸۹߀߁߂߃߄߅߆߇߈߉०१२३४५६७८९০১২৩৪৫৬৭৮৯੦੧੨੩੪੫੬੭੮੯૦૧૨૩૪૫૬૭૮૯୦୧୨୩୪୫୬୭୮୯௦௧௨௩௪௫௬௭௮௯౦౧౨౩౪౫౬౭౮౯೦೧೨೩೪೫೬೭೮೯൦൧൨൩൪൫൬൭൮൯๐๑๒๓๔๕๖๗๘๙໐໑໒໓໔໕໖໗໘໙༠༡༢༣༤༥༦༧༨༩၀၁၂၃၄၅၆၇၈၉႐႑႒႓႔႕႖႗႘႙០១២៣៤៥៦៧៨៩᠐᠑᠒᠓᠔᠕᠖᠗᠘᠙᥆᥇᥈᥉᥊᥋᥌᥍᥎᥏᧐᧑᧒᧓᧔᧕᧖᧗᧘᧙᭐᭑᭒᭓᭔᭕᭖᭗᭘᭙᮰᮱᮲᮳᮴᮵᮶᮷᮸᮹᱀᱁᱂᱃᱄᱅᱆᱇᱈᱉᱐᱑᱒᱓᱔᱕᱖᱗᱘᱙꘠꘡꘢꘣꘤꘥꘦꘧꘨꘩꣐꣑꣒꣓꣔꣕꣖꣗꣘꣙꤀꤁꤂꤃꤄꤅꤆꤇꤈꤉꩐꩑꩒꩓꩔꩕꩖꩗꩘꩙０１２３４５６７８９

Credit to ByteBlast for noticing this in the docs. Just changing the regex constructor:

var rex = new Regex(regex, RegexOptions.ECMAScript);

Gives new timings:

Regex \d           took 00:00:00.1355787 result: 5077/10000
Regex [0-9]        took 00:00:00.1360403 result: 5077/10000  100.34 % of first
Regex [0123456789] took 00:00:00.1362112 result: 5077/10000  100.47 % of first

From Does “\d” in regex mean a digit?:

[0-9] isn't equivalent to \d. [0-9] matches only 0123456789 characters, while \d matches [0-9] and other digit characters, for example Eastern Arabic numerals ٠١٢٣٤٥٦٧٨٩