We present a novel measurement method for the characterization of thermal diodes in a saturated steam atmosphere. A measuring setup has been developed in which two pressure sensors are integrated. Using a developed analytical model, the heat flow, the volume flow and the cracking pressure are determined from the measured absolute pressures and the pressure difference. The analytical model was verified using a flow through an orifice. We first calculated the volume flow through the orifice, with a diameter of 3 mm, using the Reader-Harris equation and then compared it to experimentally determined values. The experimentally values showed a discrepancy of 9%. With the measurement setup, we have characterized a check valve developed for magnetocaloric heat pumps, which has a thermally rectifying behavior. The developed check valve consists of three spring arms, which are radially attached to a valve disk. The heat flow through the check valve in forward direction is 166 W for water, 239 W for ethanol and 547 W for methanol at a temperature difference of 1 K. In the reverse direction, the heat flow is −0.03 W at a temperature difference of −1 K. For methanol, this corresponds to a rectification coefficient of more than 18,000.