Diffusion models have demonstrated exceptional efficacy in various generative applications. While existing models focus on minimizing a weighted sum of denoising score matching losses for data distribution modeling, their training primarily emphasizes instance-level optimization, overlooking valuable structural information within each mini-batch, indicative of pair-wise relationships among samples. To address this limitation, we introduce Structure-guided Adversarial training of Diffusion Models (SADM). In this pioneering approach, we compel the model to learn manifold structures between samples in each training batch. To ensure the model captures authentic manifold structures in the data distribution, we advocate adversarial training of the diffusion generator against a novel structure discriminator in a minimax game, distinguishing real manifold structures from the generated ones. SADM substantially outperforms existing methods in image generation and cross-domain fine-tuning tasks across 12 datasets, establishing a new state-of-the-art FID of 1.58 and 2.11 on ImageNet for class-conditional image generation at resolutions of 256x256 and 512x512, respectively.