Diffusion probability models have shown significant promise in offline reinforcement learning by directly modeling trajectory sequences. However, existing approaches primarily focus on time-domain features while overlooking frequency-domain features, leading to frequency shift and degraded performance according to our observation. In this paper, we investigate the RL problem from a new perspective of the frequency domain. We first observe that time-domain-only approaches inadvertently introduce shifts in the low-frequency components of the frequency domain, which results in trajectory instability and degraded performance. To address this issue, we propose Wavelet Fourier Diffuser (WFDiffuser), a novel diffusion-based RL framework that integrates Discrete Wavelet Transform to decompose trajectories into low- and high-frequency components. To further enhance diffusion modeling for each component, WFDiffuser employs Short-Time Fourier Transform and cross attention mechanisms to extract frequency-domain features and facilitate cross-frequency interaction. Extensive experiment results on the D4RL benchmark demonstrate that WFDiffuser effectively mitigates frequency shift, leading to smoother, more stable trajectories and improved decision-making performance over existing methods.