may be you need more washing after secondary antibody. The stainings looks good

I have never used DiD dyes before, but quick research gives some clue to your problem. Here is the paper on PMC "PMCID: PMC5101988".

And I quote "The staining of live cells enables the observation and separation of cells following direct co-culture to analyse any alterations in the phenotypes of co-cultured cells. The application of lipophilic cell labelling dyes from the DiO-family is a powerful tool used for the staining of live cells. These lipophilic fluorescent carbocyanine dyes have been used since the 1980s in vitro and in vivo due to their high quantum efficiency, the simplicity of staining protocols and reduced cytotoxicity compared with hydrophilic dyes (1,2). The excitation and emission spectra of lipophilic fluorescent dyes enables multiple staining (2). Dyes from the DiO-family label the plasma membrane and migrate to cellular organelles as a consequence of membrane turnover (3)."

So it appears what you observed is a normal phenomenon.

Looks like autofluorescence, not staining.

You have membrane turnover. If you are wondering, you may start imaging immediately after brief staining, and you might even be able to see the membrane turnover. (With DiD wavelengths significant autofluorescence is highly unlikely.)

Dear Lan Mei , I would also recommend you to do the post staining washing first. In addition to that also you can check whether this is a result from autofluorescence. Also please check the cells that you have used for this experiment are robust. Simply a repetition of the same experiment in a different pass of this same cell line or in a different cell line will help you to verify your observation.