Translating images from a source domain to a target domain for learning target models is one of the most common strategies in domain adaptive semantic segmentation (DASS). However, existing methods still struggle to preserve semantically-consistent local details between the original and translated images. In this work, we present an innovative approach that addresses this challenge by using sourcedomain labels as explicit guidance during image translation. Concretely, we formulate cross-domain image translation as a denoising diffusion process and utilize a novel Semantic Gradient Guidance (SGG) method to constrain the translation process, conditioning it on the pixel-wise source labels. Additionally, a Progressive Translation Learning (PTL) strategy is devised to enable the SGG method to work reliably across domains with large gaps. Extensive experiments demonstrate the superiority of our approach over state-of-the-art methods.