Realization of nonreciprocal transport is of great importance in the development of devices and systems that require the directional manipulation of signals or particles in information processing and modern physics. For ultracold atomic systems, the approaches based on synthetic dimensions have led to rapid advances in engineering quantum transport. Here, we use laser-coupled discrete momentum states of noninteracting ultracold atoms to synthesize a momentum lattice, and construct a closed ring with controllable tunneling phase in the momentum lattice. We measure the density evolution of atoms in the synthetic lattice with the single-site resolution, and observe the nonreciprocal dynamics by controlling the tunneling phase. We show the effect of both the applied phase and the coupling strength between two distinct population regions on the population distribution of atoms in the momentum lattice, and provide the optimal parameters for achieving the nonreciprocal transport.