I thought Lazy Loading and infinite scrolling are same things, But today I heard that these are two different things. Is that true?
Lazy loading refers to deferring loading of any kind of content until it becomes necessary. For example, on a long page, images which are not currently visible do not need to be loaded. Only when the user scrolls the page over or near them do they get fetched from the server.
Infinite scrolling refers to new content being loaded when the end of the page is reached, so the effect of an infinitely long page is created (mostly to avoid tedious paging).
So yes, they're different, but related.