Yes, they are nocturnal. This is especially true due to the fact that Axolotl (commonly known the Mexican salamander) geographically thrive in a very sunny region. There have been numerous studies that indicate salamanders survive best in very dark environments within streams or bodies of water.
Without a doubt this decribes perfectly the Axolotl species, considering they are neotenic salamanders. Neotonic means that they never leave water due to the fact they stop developing beyond the juvenile stage. Since Axolotl live in water for a life time, it is most certain that they are a species of salamander that is nocturnal.