This paper deals with the diffraction of TM plane wave by a perfectly conductive periodic surface. Applying the Rayleigh hypothesis, a linear equation system determining the diffraction amplitudes is derived. The linear equation is formally solved by Cramer's formula. It is then found that, when the angle of incidence becomes a low grazing limit, the amplitude of the specular reflection becomes -1 and any other diffraction amplitudes vanish for any perfectly conductive periodic surfaces with small roughness and gentle slope.