Thermal rectification in thickness asymmetric graphene nanoribbons connecting single-layer with multi-layer graphene is investigated by using classical nonequilibrium molecular dynamics. It is reported that the graphene nanoribbons with thickness-asymmetry have a good thermal rectification. The thermal rectification factor depends on temperature as well as the thickness-ratio of the two-segment. Our results provide a direct evidence that the thermal rectifier can be achieved in a nanostructure crossing two- and three-dimension.