A novel method for measuring the diffusion coefficient of liquids is introduced in this paper. A transparency capillary is used as both diffusive pool and imaging element, spatially resolving ability of the capillary in measuring refractive index of liquid is utilized to observe and record diffusive process directly, diffusion coefficient of liquid is calculated based on Fick second law and acquired experimental data. With the new method, the diffusive process of pure glycerol in water at 25 ℃ is investigated, the obtained diffusion coefficient is 0.898×10-5 cm2/s, which is of a relative error 4.47% compared with the literature value measured by the holographic interference. The influence of measurement accuracy of refractive index and capillary viscosity on measuring result is also analyzed. The method is characterized by micro-quantity sample required, faster measurement and better stability, which opens a new way to measure diffusion coefficient of liquid medium.