Using molecular dynamics simulations, we show that free diffusion of a nanoscale particle (molecule) with asymmetric structure critically depends on the orientation in a finite timescale of picoseconds to nanoseconds.In a timescale of~100 ps, there are ~10% more possibilities for the particle moving along the initial orientation than moving opposite to the orientation;and the diffusion distances of the particle reach ~1 nm.We find that the key to this observation is the orientation-dependence of the damping force to the moving of the nanoscale particle and a finite time is required to regulate the particle orientation.This finding extends the work of Einstein to nano-world beyond random Brownian motion, thus will have a critical role in the understanding of the nanoscale world.