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We propose an algorithm to extract the diffusion tensor from Molecular Dynamics simulations with Milestoning. A Kramers-Moyal expansion of a discrete master equation, which is the Markovian limit of the Milestoning theory, determines the diffusion tensor. To test the algorithm, we analyze overdamped Langevin trajectories and recover a multidimensional Fokker-Planck equation. The recovery process determines the flux through a mesh and estimates local kinetic parameters. Rate coefficients are converted to the derivatives of the potential of mean force and to coordinate dependent diffusion tensor. We illustrate the computation on simple models and on an atomically detailed system-the diffusion along the backbone torsions of a solvated alanine dipeptide.