Exceptional points (EPs) have revealed a lot of fundamental physics and promise many important applications. The effect of system nonlinearity on the property of EPs is yet to be well studied. Here, we propose an optical system with nonlinear dissipation to achieve a nonreciprocal EP. Our system consists of a linear whispering-gallery-mode microresonator (WGMR) coupling to a WGMR with nonlinear dissipation. In our system, the condition of EP appearance is dependent on the field intensity in the nonlinear WGMR. Due to the chirality of intracavity field intensity, the EPs and the transmission of the system can be nonreciprocal. Our work may pave the way to exploit nonreciprocal EP for optical information processing.