Absolutely. Most often I catch myself do private browsing in Chrome and 'feel' safer with Firefox. May be my fears are unfounded and yet I do it often.
I like Chrome's "private browsing" mode better than Firefox's though. Mostly because I can have private and non-private windows open at the same time (and they're properly sandboxed from each other).
Maybe I would have deserved a downvote for forgetting to mention that after opening the second Firefox session you still have to switch it to Private Browsing :-))))