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The multilayer network framework has served to describe and uncover a number of novel and unforeseen physical behaviors and regimes in interacting complex systems. However, the majority of existing studies are built on undirected multilayer networks while most complex systems in nature exhibit directed interactions. Here, we propose a framework to analyze diffusive dynamics on multilayer networks consisting of at least one directed layer. We rigorously demonstrate that directionality in multilayer networks can fundamentally change the behavior of diffusive dynamics: from monotonic (in undirected systems) to non-monotonic diffusion with respect to the interlayer coupling strength. Moreover, for certain multilayer network configurations, the directionality can induce a unique superdiffusion regime for intermediate values of the interlayer coupling, wherein the diffusion is even faster than that corresponding to the theoretical limit for undirected systems, i.e. the diffusion in the integrated network obtained from the aggregation of each layer. We theoretically and numerically show that the existence of superdiffusion is fully determined by the directionality of each layer and the topological overlap between layers. We further provide a formulation of multilayer networks displaying superdiffusion. Our results highlight the significance of incorporating the interacting directionality in multilevel networked systems and provide a framework to analyze dynamical processes on interconnected complex systems with directionality.