We report on unidirectional and asymmetric transmission of radially polarized THz radiation through a dual circular metallic grating with sub-wavelength slits. Unidirectional transmission is shown theoretically for a super-Gaussian incident beam, and an asymmetric transmission is demonstrated experimentally, when the radially polarized beam of 0.1 THz is obtained by converting a linearly polarized beam with a discontinuous phase retarder and a tapered waveguide. The dual grating does not include nonlinear materials, its operation is reciprocal, and analogous to that of some planar metallic gratings.