Diffusion models have recently emerged as effective generative frameworks for trajectory optimization, capable of producing high-quality and diverse solutions. However, training these models in a purely data-driven manner without explicit incorporation of constraint information often leads to violations of critical constraints, such as goal-reaching, collision avoidance, and adherence to system dynamics. To address this limitation, we propose a novel approach that aligns diffusion models explicitly with problem-specific constraints, drawing insights from the Dynamic Data-driven Application Systems (DDDAS) framework. Our approach introduces a hybrid loss function that explicitly measures and penalizes constraint violations during training. Furthermore, by statistically analyzing how constraint violations evolve throughout the diffusion steps, we develop a re-weighting strategy that aligns predicted violations to ground truth statistics at each diffusion step. Evaluated on a tabletop manipulation and a two-car reach-avoid problem, our constraint-aligned diffusion model significantly reduces constraint violations compared to traditional diffusion models, while maintaining the quality of trajectory solutions. This approach is well-suited for integration into the DDDAS framework for efficient online trajectory adaptation as new environmental data becomes available.