Denoising diffusion probabilistic models (DDPMs) have been proven capable of synthesizing high-quality images with remarkable diversity when trained on large amounts of data. However, to our knowledge, few-shot image generation tasks have yet to be studied with DDPM-based approaches. Modern approaches are mainly built on Generative Adversarial Networks (GANs) and adapt models pre-trained on large source domains to target domains using a few available samples. In this paper, we make the first attempt to study when do DDPMs overfit and suffer severe diversity degradation as training data become scarce. Then we fine-tune DDPMs pre-trained on large source domains on limited target data directly. Our results show that utilizing knowledge from pre-trained models can accelerate convergence and improve generation quality and diversity compared with training from scratch. However, the fine-tuned models still fail to retain some diverse features and can only achieve limited diversity. Therefore, we propose a pairwise DDPM adaptation (DDPM-PA) approach based on a pairwise similarity loss to preserve the relative distances between generated samples during domain adaptation. DDPM-PA further improves generation diversity and achieves results better than current state-of-the-art GAN-based approaches. We demonstrate the effectiveness of DDPM-PA on a series of few-shot image generation tasks qualitatively and quantitatively.