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Recently, multi-stable origami structures and material systems have shown promising potentials to achieve multi-functionality. Especially, origami folding is fundamentally a three-dimensional mechanism, which imparts unique capabilities not seen in the more traditional multi-stable systems. This paper proposes and analytically examines a multi-stable origami cellular structure that can exhibit asymmetric energy barriers and a mechanical diode behavior in compression. Such a structure consists of many stacked Miura-ori sheets of different folding stiffness and accordion-shaped connecting sheets, and it can be divided into unit cells that features two different stable equilibria. To understand the desired diode behavior, this study focuses on two adjacent unit cells and examines how folding can create a kinematic constraint onto the deformation of these two cells. Via estimating the elastic potential energy landscape of this dual cell system. we find that the folding-induced kinematic constraint can significantly increase the potential energy barrier for compressing the dual-cell structure from a certain stable state to another, however, the same constraint would not increase the energy barrier of the opposite extension switch. As a result, one needs to apply a large force to compress the origami cellular structure but only a small force to stretch it, hence a mechanical diode behavior. Results of this study can open new possibilities for achieving structural motion rectifying, wave propagation control, and embedded mechanical computation.