The higher the difficulty the more exp you gain?

In a way, enemies have more HP so it takes more swings to kill one, and each swing gives you a bit of exp toward that skill.

I DON'T KNOW BRA

TOO MANY CAPS

I guess i'm still a bit skeptical.

Skeptical? How?

The second poster cut it pretty clearly: Higher difficulties mean more skill usage required to bring down enemies, and thus you gain more experience per enemy than you would on lower difficulties.

The difficulty changes the damage you deal and the damage you take. It does take more hits. That's because you do less damage, not because enemies have more health. So higher difficulty more hits to enemy more XPs. The higher the difficulty, the more damage is done to you, ie armor, the more XPs.

EDIT : Yes, that title is...frowned upon.

It seems that i level the same in novice and expert...

Maybe, but the concept of the system says otherwise.
Skills like heavy and light armor, 1 and 2 handed, archery, destruction and restoration will likely increase faster at a higher difficulty since they will be used more or governmore exp each time they are used(in the case of armor skills since the granted exp is based on how much damdage the enemy does).

Skills like lockpicking, speech, smithing etc will not increase faster since they are not combat skills and therefor unaffected by the game difficulty.

From what I have read Se?or Cinco and Tdroid are correct. It depends on exactly which skill you are considering. Read the UESP wikis on each skill, they detail getting more experience. But it appears the only thing that changes when you change game skill level is the damages dealt by you and the enemy - and all the consequences of those changes. Read the UESP wikis.