As Martin already pointed out in his answer, this must not necessarily be true. However, if the diagonal entries of an $n\times n$ matrix $A$ coincide with its eigenvalues, the characteristic polynomial of $A$ can be completely factored into linear factors as there are exactly $n$ diagonal entries and at most $n$ eigenvalues (counted by multiplicity). $A$ is thus at least similar to a triangular matrix, i.e. there exists $S\in \operatorname{GL}(n,V)$, such that $ S^{-1}AS $ is triangular.
Edit: This holds for any (finite-dimensional) vector space $V$ over an arbitrary field $\mathbb{K}$. If $\mathbb{K}$ is algebraically closed, then $A$ is always similar to a triangular matrix (see comments).