The topological band theory predicts that bulk materials with nontrivial topological phases support topological edge states. This phenomenon is universal for various wave systems and has been widely observed for electromagnetic and acoustic waves. Here, we extend the notion of band topology from wave to diffusion dynamics. Unlike the wave systems that are usually Hermitian, the diffusion systems are anti-Hermitian with purely imaginary eigenvalues corresponding to decay rates. Via direct probe of the temperature diffusion, we experimentally retrieve the Hamiltonian of a thermal lattice, and observe the emergence of topological edge decays within the gap of bulk decays. Our results show that such edge states exhibit robust decay rates, which are topologically protected against disorders. This work constitutes a thermal analogue of topological insulators and paves the way to exploring defect-immune heat dissipation.