Denoising probabilistic diffusion models have shown breakthrough performance to generate more photo-realistic images or human-level illustrations than the prior models such as GANs. This high image-generation capability has stimulated the creation of many downstream applications in various areas. However, we find that this technology is actually a double-edged sword: We identify a new type of attack, called the Natural Denoising Diffusion (NDD) attack based on the finding that state-of-the-art deep neural network (DNN) models still hold their prediction even if we intentionally remove their robust features, which are essential to the human visual system (HVS), through text prompts. The NDD attack shows a significantly high capability to generate low-cost, model-agnostic, and transferable adversarial attacks by exploiting the natural attack capability in diffusion models. To systematically evaluate the risk of the NDD attack, we perform a large-scale empirical study with our newly created dataset, the Natural Denoising Diffusion Attack (NDDA) dataset. We evaluate the natural attack capability by answering 6 research questions. Through a user study, we find that it can achieve an 88% detection rate while being stealthy to 93% of human subjects; we also find that the non-robust features embedded by diffusion models contribute to the natural attack capability. To confirm the model-agnostic and transferable attack capability, we perform the NDD attack against the Tesla Model 3 and find that 73% of the physically printed attacks can be detected as stop signs. Our hope is that the study and dataset can help our community be aware of the risks in diffusion models and facilitate further research toward robust DNN models.