Diffusion policies are increasingly used in robotic control and manipulation, vision-language-action models, and world-model-based agents. Their ability to represent multimodal action distributions offers rich opportunities for exploration in reinforcement learning (RL). However, optimizing diffusion policies with RL can reduce the behavioral diversity and further limit their exploration capability. In RL post-training, directly fine-tuning a pretrained policy may also disrupt its acquired capabilities, while action-space residuals may lack the expressive power for multimodal exploration. Together, these issues reveal a common challenge across online and offline-to-online diffusion RL: improving task performance while retaining the behavioral diversity and capabilities needed for continued adaptation. We introduce CFG-Policy, a unified, plug-and-play framework that separates exploration and exploitation into two generative policies and combines their score or velocity fields during sampling through classifier-free guidance. For online RL, a frozen exploration branch sustains behavioral diversity while an exploitation branch learns from task rewards; for offline-to-online RL, a pretrained exploitation branch remains frozen while a trainable branch steers the composed behavior. CFG-Policy preserves the underlying RL objectives and improves performance with QSM and QVPO on 5 MuJoCo tasks and with Flow-SDE+PPO on 4 RoboTwin manipulation tasks. Project page is at https://zhy-liu.github.io/cfg-policy-page.

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