Nonreciprocity is of particular importance to realize one-way propagation, thus attracting intensive research interest in various fields. Thermal waves, essentially originating from periodic temperature fluctuations, are also expected to achieve one-way propagation, but the related mechanism is still lacking. To solve the problem, we introduce spatiotemporal modulation to realize thermal wave nonreciprocity. Since thermal waves are completely transient, both the convective term and the Willis term induced by spatiotemporal modulation should be considered. We also analytically study the phase difference between two spatiotemporally modulated parameters, which offers a tunable parameter to control nonreciprocity. We further define a rectification ratio based on the reciprocal of spatial decay rate and discuss nonreciprocity conditions accordingly. Finite-element simulations are performed to confirm theoretical predictions, and experimental suggestions are provided to ensure the feasibility of spatiotemporal modulation. These results have potential applications in realizing thermal detection and thermal stabilization simultaneously.