The nonreciprocity of spin waves refers to the phenomenon that spin waves propagating in opposite directions display different features. This phenomen becomes a fundamental requirement for implementing magnon logic architectures. The nonreciprocal transportion of spin waves induced by Dzyaloshinskii-Moriya interaction (DMI) has been studied extensively. It is characterized by a shift of spin-wave dispersion. Here we report another feature of the DMI-induced nonreciprocity, i.e., the nonreciprocal spin wave damping. We find that the spin waves propagating with opposite wave vectors in magnetic domain wall have different damping, which is frequency dependent and especially evident in low frequancy range. For spin waves with sufficient low frequencies (around 1 GHz), the damping nonreciprocity is so extreme that spin waves can transport only in one direction, thus realizing the spin-wave diode function. The theoretical predictions are validated by micromagnetic simulations. The findings in this work points out a new feature of DMI-induced spin wave nonreciprocity and may be exploited for designing novel magnonic devices.