Learning deep neural network (DNN) classifier with noisy labels is a challenging task because the DNN can easily over- fit on these noisy labels due to its high capability. In this paper, we present a very simple but effective training paradigm called P-DIFF, which can train DNN classifiers but obviously alleviate the adverse impact of noisy labels. Our proposed probability difference distribution implicitly reflects the probability of a training sample to be clean, then this probability is employed to re-weight the corresponding sample during the training process. P-DIFF can also achieve good performance even without prior- knowledge on the noise rate of training samples. Experiments on benchmark datasets also demonstrate that P-DIFF is superior to the state-of-the-art sample selection methods.