Based on the master equation approach, we investigate the thermal transport through a diode composed of a quantum dot under Coulomb interaction and tunnel-coupled to two ferromagnetic leads with antiparallel spin polarizations. We analyze the effects of spin polarizations, Coulomb interaction, mean temperature and Zeeman splitting on the thermal rectification. Firstly, we find that the thermal rectification effect is enhanced with the increase of spin polarization, because the mirror-symmetry of the system is broken by the anti-parallel spin polarization. Especially, when both leads are fully spin polarized, the asymmetry of the heat transferred by Coulomb interaction under the opposite temperature bias leads to the appearance of perfect thermal rectification and negative differential thermal conductance. Secondly, we find whether the system is in a Coulomb blockade state greatly affects the thermal rectification coefficient. As the average temperature increases or the intradot Coulomb interaction decreases, the system gradually escapes from the Coulomb blockade state, resulting in a reversal of the thermal rectification direction and ultimately leading to an increase in the rectification coefficient. Thirdly, we also find that the Zeeman splitting can be utilized to modulate the behavior of thermal rectification. Thermal rectification occurs only when Zeeman splitting and spin polarization coexist, and under different spin polarizations, the rectification coefficient exhibits different trends with the change of Zeeman splitting. These observations indicate that this structure holds potential application at a thermal rectifier as well as a thermal detector of magnetic fields.