In a clinical setting, the acquisition of certain medical image modality is often unavailable due to various considerations such as cost, radiation, etc. Therefore, unpaired cross-modality translation techniques, which involve training on the unpaired data and synthesizing the target modality with the guidance of the acquired source modality, are of great interest. Previous methods for synthesizing target medical images are to establish one-shot mapping through generative adversarial networks (GANs). As promising alternatives to GANs, diffusion models have recently received wide interests in generative tasks. In this paper, we propose a target-guided diffusion model (TGDM) for unpaired cross-modality medical image translation. For training, to encourage our diffusion model to learn more visual concepts, we adopted a perception prioritized weight scheme (P2W) to the training objectives. For sampling, a pre-trained classifier is adopted in the reverse process to relieve modality-specific remnants from source data. Experiments on both brain MRI-CT and prostate MRI-US datasets demonstrate that the proposed method achieves a visually realistic result that mimics a vivid anatomical section of the target organ. In addition, we have also conducted a subjective assessment based on the synthesized samples to further validate the clinical value of TGDM.