Title: Learning Diffusion Bridges on Constrained Domains. Abstract: Diffusion models have achieved promising results on generative learning recently. However, because diffusion processes are most naturally applied  on the unconstrained Euclidean space $\mathrm{R}^d$, key challenges arise for developing diffusion based models for learning data on constrained and structured domains. We present a simple and unified framework to achieve this that can be easily adopted to various types of domains, including product spaces of any type (be it bounded/unbounded, continuous/discrete, categorical/ordinal, or  their mix). In our model, the diffusion process is driven by a drift force that is a sum of two terms: one singular force designed by $Doob's~ h$-$transform$ that ensures all outcomes of the process to belong to the desirable domain, and one non-singular neural force field that is trained to make sure the outcome follows the data distribution statistically. Experiments show that our methods perform superbly on generating tabular data, images, semantic segments and 3D point clouds. 