As a collective quasiparticle excitation of the magnetic order in magnetic materials, spin wave, or magnon when quantized, can propagate in both conducting and insulating materials. Like the manipulation of its optical counterpart, the ability to manipulate spin wave polarization is not only important but also fundamental for magnonics. With only one type of magnetic lattice, ferromagnets can only accommodate the right-handed circularly polarized spin wave modes, which leaves no freedom for polarization manipulation. In contrast, antiferromagnets, with two opposite magnetic sublattices, have both left and right-circular polarizations, and all linear and elliptical polarizations. Here we demonstrate theoretically and confirm by micromagnetic simulations that, in the presence of Dzyaloshinskii-Moriya interaction, an antiferromagnetic domain wall acts naturally as a spin wave polarizer or a spin wave retarder (waveplate). Our findings provide extremely simple yet flexible routes toward magnonic information processing by harnessing the polarization degree of freedom of spin wave.