The paradigm shift of the Hermitian systems into the non-Hermitian regime profoundly modifies inherent property of the topological systems, leading to various unprecedented effects such as the non-Hermitian skin effect (NHSE). In the past decade, the NHSE effect has been demonstrated in quantum, optical and acoustic systems. Beside those wave systems, the NHSE in diffusive systems has not yet been observed, despite recent abundant advances in the study of topological thermal diffusion. Here, we design a thermal diffusion lattice based on a modified Su-Schrieffer-Heeger model and demonstrate the diffusive NHSE. In the proposed model, the asymmetric temperature field coupling inside each unit cell can be judiciously realized by appropriate configurations of structural parameters. The dynamic concentration feature of temperature field on the boundary regardless of initial excitation conditions can be clearly observed. We thus experimentally demonstrated the NHSE in thermal diffusion and verified its robustness against various defects. Our work provides a platform for exploration of non-Hermitian physics in the diffusive systems, which has important applications in efficient heat collection, highly sensitive thermal sensing and others.