I see, thanks.They can have the same meaning (having doubt) but "sceptical" has a more active and analytical implication, while "doubtful" can mean something more like "uncertain".
A sceptic is someone who actively doubts the claims of a religion, a health product, and so on. For instance...
I am sceptical of the claims that macrobiotic yoghurt has any positive effects on health implies I have looked into the claims and think they are false.
I am doubtful of the claims that macrobiotic yoghurt has any positive effects on health implies I am just not sure that yoghurt has any health benefits.