There is provided a diffraction grating including a convex portion and a concave portion which are used for lights having different wavelengths λ1, λ2 and λ3 and are alternately disposed on at least one surface of a substrate with a predetermined pitch. An average refractive index of the convex portion is smaller than an average refractive index of the concave portion. A phase difference in the lights having the wavelength λ1 which transmit the convex portion and the concave portion and a phase difference in the lights having the wavelength λ2 which transmit the convex portion and the concave portion are both substantially the integral multiple of 2π, and a phase difference in the lights having the wavelength λ3 which transmit the convex portion and the concave portion is substantially the non-integral multiple of 2π.