We have investigated the effects of unparticles in decays $B\ensuremath{\rightarrow}l\ensuremath{\nu}$. It is found that the direct $CP$ violation in the decays, which is zero in the standard model, can show up due to the $CP$ conserving phase intrinsic in unparticle physics. For $l=\ensuremath{\tau}$, the direct $CP$ asymmetry can reach 30% for the scalar unparticle contribution, and 100% for the longitudinal vector unparticle contribution under the constraints of $\mathrm{Br}(B\ensuremath{\rightarrow}\ensuremath{\tau}\ensuremath{\nu})$ and $\ensuremath{\nu}e$ elastic scattering. If both unparticle-lepton coupling universality and unparticle-quark coupling universality are assumed the constraint from $\mathrm{Br}(\ensuremath{\pi}\ensuremath{\rightarrow}\ensuremath{\mu}\ensuremath{\nu})$ leads that the direct $CP$ violation in $B\ensuremath{\rightarrow}l\ensuremath{\nu}$ can only reach at most 8% and 1% for scalar and vector unparticle contributions, respectively, if ${d}_{\mathcal{U}}<2$. If the direct $CP$ violation is observed in the future it would give strong evidence for the existence of unparticle stuff.