In 1997, J. Jost [27] and F. H. Lin [39], independently proved that every energy minimizing harmonic map from an Alexandrov space with curvature bounded from below to an Alexandrov space with non-positive curvature is locally H¨older continuous. In [39], F. H. Lin proposed a challenge problem: Can the H¨older continuity be improved to Lipschitz continuity? J. Jost also asked a similar problem about Lipschitz regularity of harmonic maps between singular spaces (see Page 38 in [28]). The main theorem of this paper gives a complete resolution to it.