Score-based Generative Models (SGMs) is one leading method in generative modeling, renowned for their ability to generate high-quality samples from complex, high-dimensional data distributions. The method enjoys empirical success and is supported by rigorous theoretical convergence properties. In particular, it has been shown that SGMs can generate samples from a distribution that is close to the ground-truth if the underlying score function is learned well, suggesting the success of SGM as a generative model. We provide a counter-example in this paper. Through the sample complexity argument, we provide one specific setting where the score function is learned well. Yet, SGMs in this setting can only output samples that are Gaussian blurring of training data points, mimicking the effects of kernel density estimation. The finding resonates a series of recent finding that reveal that SGMs can demonstrate strong memorization effect and fail to generate.