Yes. There's a whole lot of difference.

A gene is made up of a large number of nucleotide sequences, but they are mostly inactive, i.e they don't do any useful stuff, like coding for protein. Only a handful of nucleotide sequences are the functional ones, and they are known as coding sequences.

Coding sequences are also called exons and they are the functional units of a gene. They are responsible for the coding of proteins. And exons are simply a part of the gene.

So you could consider the gene as a house, and the coding sequences or exons as the people who live there, and do the actual work and daily stuff.