The differential pulse voltammetry (DPV) experiment has been simulated using the backwards implicit finite difference approach. Results are reported for the general case of a one‐electron redox transfer process at a planar electrode in stationary solution with a semiinfinite diffusion layer and are in excellent agreement with those predicted by an analytical approach, confirming the validity of the finite difference simulation. In addition, concentration profiles are presented and the effect of diffusion layer thickness on the voltammetric response quantified with experimental considerations indicated, suggesting an extension of this simulation to cover DPV at hydrodynamic electrodes.