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Visual Question Generation (VQG) has gained significant attention due to its potential in educational applications. However, VQG researches mainly focus on natural images, neglecting diagrams in educational materials used to assess students' conceptual understanding. To address this gap, we introduce DiagramQG, a dataset containing 8,372 diagrams and 19,475 questions across various subjects. DiagramQG introduces concept and target text constraints, guiding the model to generate concept-focused questions for educational purposes. Meanwhile, we present the Hierarchical Knowledge Integration framework for Diagram Question Generation (HKI-DQG) as a strong baseline. This framework obtains multi-scale patches of diagrams and acquires knowledge using a visual language model with frozen parameters. It then integrates knowledge, text constraints and patches to generate concept-focused questions. We evaluate the performance of existing VQG models, open-source and closed-source vision-language models, and HKI-DQG on the DiagramQG dataset. Our HKI-DQG outperform existing methods, demonstrating that it serves as a strong baseline. Furthermore, to assess its generalizability, we apply HKI-DQG to two other VQG datasets of natural images, namely VQG-COCO and K-VQG, achieving state-of-the-art performance.The dataset and code are available at https://dxzxy12138.github.io/diagramqg-home.