Using numerical simulations, we examine the structure and diffusion of a two-dimensional dusty plasma (2DDP) in the presence of a one-dimensional periodic substrate (1DPS) as a function of increasing substrate strength. Both the pair correlation function perpendicular to the substrate modulation and the mean squared displacement (MSD) of dust particles are calculated. It is found that both the structure and dynamics of 2DDP exhibit strong anisotropic effects, due to the applied 1DPS. As the substrate strength increases from 0, the structure order of dusty plasma along each potential well of 1DPS increases first probably due to the competition between the inter-particle interactions and the particle-substrate interactions, and then decreases gradually, which may be due to the reduced dimensionality and the enhanced fluctuations. The obtained MSD along potential wells of 1DPS clearly shows three processes of diffusion in our studied 2DDP. Between the initial ballistic and finally diffusive motion, there is the intermediate sub-diffusion discovered here, which may result from the substrate-induced distortion of the caging dynamics.