Is “no difference” or “no differences” correct?

Both can be correct, but they are used slightly differently.

Use “no difference” when saying two things are essentially the same.

Example:

There is no difference between these two options.

Use “no differences” when referring to multiple possible points of comparison.

Example:

We found no significant differences between the two groups.

In everyday conversation, “no difference” is more common and sounds more natural in most simple comparisons.