Offline Reinforcement Learning (RL) methods leverage previous experiences to learn better policies than the behavior policy used for experience collection. In contrast to behavior cloning, which assumes the data is collected from expert demonstrations, offline RL can work with non-expert data and multimodal behavior policies. However, offline RL algorithms face challenges in handling distribution shifts and effectively representing policies due to the lack of online interaction during training. Prior work on offline RL uses conditional diffusion models to obtain expressive policies to represent multimodal behavior in the dataset. Nevertheless, they are not tailored toward alleviating the out-of-distribution state generalization. We introduce a novel method incorporating state reconstruction feature learning in the recent class of diffusion policies to address the out-of-distribution generalization problem. State reconstruction loss promotes more descriptive representation learning of states to alleviate the distribution shift incurred by the out-of-distribution states. We design a 2D Multimodal Contextual Bandit environment to demonstrate and evaluate our proposed model. We assess the performance of our model not only in this new environment but also on several D4RL benchmark tasks, achieving state-of-the-art results.