The breaking of reciprocity is a topic of great interest in fundamental physics and optical information processing applications. We demonstrate non-reciprocal light transport in a quantum system of hot atoms by engineering the dissipative atomic reservoir. Our scheme is based on the phase-sensitive light transport in a multi-channel photon-atom interaction configuration, where the phase of collective atomic excitations is tunable through external driving fields. Remarkably, we observe inter-channel quantum correlations which originate from interactions with the judiciously engineered reservoir. The non-reciprocal transport in a quantum optical atomic system constitutes a new paradigm for atom-based, non-reciprocal optics, and offers opportunities for quantum simulations with coupled optical channels.