Diffusion coefficient of different species in different media is an important property needed in scientific research and practice. A method taking advantage on the special capability of scanning electrochemical microscopy (SECM) is described for the easy and accurate measurement of diffusion coefficient. The method is based on detecting the concentration-time transients with appropriate electrochemical microsensor positioned at the close vicinity of a miniature dose-source device. At a given time (ti), a small dose of the investigated species is introduced. The Deltatmax=(tcmax-ti) value and the distance (d=x+Deltaxn) between the source and the detector microelectrode are used for the calculation of D. While the original set distance (x) cannot be accurately measured in the micrometer scale, the tip travel distance (Deltaxn) of the microscope is well defined. Collecting a few Deltatmax-(x+Deltaxn) data pairs, a reliable value of the diffusion coefficient can be obtained. The procedure is simple, and no exact knowledge of the introduced dose is needed. Two ways of sample dose delivery were used: on the one hand, coulometric generation with current-controlled electric pulse using micro-disc electrode, and on the other one, pressure ejection of a nano-droplet from a glass micropipette. Diffusion coefficient of I2, H2O2, [Ru(NH3)6]Cl3 and K3[Fe(CN)6] were measured in solution and in agarose gel phases of different composition. The effect of polyelectrolyte ion exchangers on the diffusion of the investigated species was checked.