Molecular representation learning has shown great success in advancing AI-based drug discovery. A key insight of many recent works is that the 3D geometric structure of molecules provides essential information about their physicochemical properties. Recently, denoising diffusion probabilistic models have achieved impressive performance in molecular 3D conformation generation. However, most existing molecular diffusion models treat each atom as an independent entity, overlooking the dependency among atoms within the substructures. This paper introduces a novel approach that enhances molecular representation learning by incorporating substructural information in the diffusion model framework. We propose a novel diffusion model termed SubgDiff for involving the molecular subgraph information in diffusion. Specifically, SubgDiff adopts three vital techniques: i) subgraph prediction, ii) expectation state, and iii) k-step same subgraph diffusion, to enhance the perception of molecular substructure in the denoising network. Experiments on extensive downstream tasks, especially the molecular force predictions, demonstrate the superior performance of our approach.