We investigate the relationship between the frequency spectrum of image data and the generalization behavior of convolutional neural networks (CNN). We first notice CNN's ability in capturing the high-frequency components of images. These high-frequency components are almost imperceptible to a human. Thus the observation can serve as one of the explanations of the existence of adversarial examples, and can also help verify CNN's trade-off between robustness and accuracy. Our observation also immediately leads to methods that can improve the adversarial robustness of trained CNN. Finally, we also utilize this observation to design a (semi) black-box adversarial attack method.