We introduce a new framework based on Malliavin calculus to derive exact analytical expressions for the score function $\nabla \log p_t(x)$, i.e., the gradient of the log-density associated with the solution to stochastic differential equations (SDEs). Our approach combines classical integration-by-parts techniques with modern stochastic analysis tools, such as Bismut's formula and Malliavin calculus, and it works for both linear and nonlinear SDEs. In doing so, we establish a rigorous connection between the Malliavin derivative, its adjoint, the Malliavin divergence (Skorokhod integral), and diffusion generative models, thereby providing a systematic method for computing $\nabla \log p_t(x)$. In the linear case, we present a detailed analysis showing that our formula coincides with the analytical score function derived from the solution of the Fokker--Planck equation. For nonlinear SDEs with state-independent diffusion coefficients, we derive a closed-form expression for $\nabla \log p_t(x)$. We evaluate the proposed framework across multiple generative tasks and find that its performance is comparable to state-of-the-art methods. These results can be generalised to broader classes of SDEs, paving the way for new score-based diffusion generative models.