We consider an interacting system of n diffusion processes {X-j(n)(t): t is an element of [0, 1]}, j = 1,2,..., n, taking values in a conuclear space Phi＇. Let zeta(t)(n) =is an element of (1/n) Sigma(j=1)(n) delta(xj(t)) be the empirical process. It has been proved that zeta(n), as n --> infinity, converges to a deterministic measure-valued process which is the unique solution of a nonlinear differential equation. In this paper we show that, under suitable conditions, zeta(n) converges to zeta at an exponential rate.