For $S \subset \mathbb{N}$ define $S-S=\{x-y:x \in S, y \in S\}$.
As noted below there is a simple example showing that a set $S \subset \mathbb{N}$ with positive upper density has a sumset $S+S=\{x+y:x \in S, y \in S\}$ with $S+S$ containing only finite length arithmetic progressions. However the case for the difference set seems not so obvious to me hence the question:
What is an example of a set S with positive upper density in $\mathbb{N}$ such that $S-S$ does not contain an infinite arithmetic progression?
Here is the example for the sumset $S+S$, in fact for any $hS=S+\dots+S$, taken from Erdos, Nathason and Sarkozy's paper "Sumsets Containing Infinite Arithmetic Progressions":
"Let $(t_n)$ be a strictly increasing sequence of positive integers such that $t_{n+1}/t_n$ tends to infinity, and let the set $A$ be the union of the intervals $[t_{2n}+1, t_{2n+1}]$. Then $A$ has upper asymptotic density $d_U(A) = 1$ and lower asymptotic density $d_L(A)=0$. For fixed $h$ and all sufficiently large $n$, the sumset $hA$ is disjoint from the interval $[h t_{2n-1} + 1, t_{2n}]$. Thus, $hA$ contains arbitrarily long gaps, and so cannot contain an infinite arithmetic progression."