Diffusion models, which employ stochastic differential equations to sample images through integrals, have emerged as a dominant class of generative models. However, the rationality of the diffusion process itself receives limited attention, leaving the question of whether the problem is well-posed and well-conditioned. In this paper, we uncover a vexing propensity of diffusion models: they frequently exhibit the infinite Lipschitz near the zero point of timesteps. We provide theoretical proofs to illustrate the presence of infinite Lipschitz constants and empirical results to confirm it. The Lipschitz singularities pose a threat to the stability and accuracy during both the training and inference processes of diffusion models. Therefore, the mitigation of Lipschitz singularities holds great potential for enhancing the performance of diffusion models. To address this challenge, we propose a novel approach, dubbed E-TSDM, which alleviates the Lipschitz singularities of the diffusion model near the zero point. Remarkably, our technique yields a substantial improvement in performance. Moreover, as a byproduct of our method, we achieve a dramatic reduction in the Fréchet Inception Distance of acceleration methods relying on network Lipschitz, including DDIM and DPM-Solver, by over 33\%. Extensive experiments on diverse datasets validate our theory and method. Our work may advance the understanding of the general diffusion process, and also provide insights for the design of diffusion models.