We report current-direction dependent or unidirectional magnetoresistance (UMR) in magnetic/nonmagnetic topological insulator (TI) heterostructures, Cr$_x$(Bi$_{1-y}$Sb$_y$)$_{2-x}$Te$_3$/(Bi$_{1-y}$Sb$_y$)$_2$Te$_3$, that is several orders of magnitude larger than in other reported systems. From the magnetic field and temperature dependence, the UMR is identified to originate from the asymmetric scattering of electrons by magnons. In particular, the large magnitude of UMR is an outcome of spin-momentum locking and a small Fermi wavenumber at the surface of TI. In fact, the UMR is maximized around the Dirac point with the minimal Fermi wavenumber.