We propose a highly efficient thermoelectric diode device built from the coupling of a quantum dot with a normal or ferromagnetic electrode and a superconducting reservoir. The current shows a strongly nonlinear behavior in the forward direction (positive thermal gradients) while it almost vanishes in the backward direction (negative thermal gradients). Our discussion is supported by a gauge-invariant current-conserving transport theory accounting for electron–electron interactions inside the dot. We find that the diode behavior is greatly tuned with external gate potentials, Zeeman splittings or lead magnetizations. Our results are thus relevant for the search of novel thermoelectric devices with enhanced functionalities.