Yes, in Islam, it is permissible to kill your opponent as self defense. But it's best if you could wound him and save your life (only in case you think it is possible). But if someone attacks you, then there is nothing wrong in attacking back and killing the opponent. There wont be any sin on you.
This hadith gives clear answer to this point of view:
It was narrated that Abu Hurayrah (may Allaah be pleased with him)
said: A man came to the Messenger of Allaah (peace and blessings of
Allaah be upon him) and said: O Messenger of Allaah, what do you think
if a man comes wanting to take my property? He said: “Do not give him
your property.” He said: What if he fights me? He said: “Fight him.”
He said: What if he kills me? He said: “Then you will be a martyr.” He
said: What if I kill him? He said: “He will be in Hell.” Narrated by
For more detail, you can go here: http://islamqa.info/en/78978.