Waveguide properties of the planar interface between the photorefractive crystal with diffusion type of nonlinearity and exponential graded-index medium are described theoretically. The wave equation with complicated refractive index spatially distributed and intensity-dependent is proposed and its exact solutions are found, which describe the transverse magnetic waves of two types. Waves of first type decay monotonically into the media at the both sides from interface, and waves of the second type decay with oscillations into the photorefractive crystal. It is possible to achieve such localization of the wave by choosing the values of the parameters in such a way that the oscillation period becomes sufficiently large. It is shown that narrow localization of the second type waves can be achieved by choosing the values of the parameters in such a way that the oscillation period becomes sufficiently large. The waveguide modes, the order of which is determined by the number of the intensity maxima in the exponential graded-index medium, are obtained. The waveguide mode decays with oscillations in an exponentially gradient medium. It is shown that the transition between modes is carried out by increasing the characteristic thickness of the exponential graded-index layer. The total power flow is calculated and the possibility of redistributing wave energy between contacting media is investigated with its using.