Recently, Diffusion Models (DMs) boost a wave in AI for Art yet raise new copyright concerns, where infringers benefit from using unauthorized paintings to train DMs and generate novel paintings in a similar style. To address these emerging copyright violations, in this paper, we are the first to explore and propose to utilize adversarial examples for DMs to protect human-created artworks. Specifically, we first build a theoretical framework to define and evaluate the adversarial examples for DMs. Then, based on this framework, we design a novel algorithm to generate these adversarial examples, named AdvDM, which exploits a Monte-Carlo estimation of adversarial examples for DMs by optimizing upon different latent variables sampled from the reverse process of DMs. Extensive experiments show that the generated adversarial examples can effectively hinder DMs from extracting their features. Therefore, our method can be a powerful tool for human artists to protect their copyright against infringers equipped with DM-based AI-for-Art applications. The code of our method is available on GitHub: https://github.com/mist-project/mist.git.