The Cu + Au collisions are expected to provide interesting new aspects in the understanding of anisotropic flow in heavy ion collisions due to asymmetric initial geometry on the transverse plane as well as due to the significant difference in number of participants in the two colliding nuclei. We calculate directed flow coefficient v
1 of thermal photons from 200 A GeV Cu + Au collisions at RHIC using a hydrodynamic model with fluctuating initial conditions and compare the results with the elliptic and triangular flow parameters. The photon v
1(p
T) is found to be non-zero and shows a different nature compared to the elliptic and triangular flow parameters as a function of p
T. We see a negative v
1 for p
T < 2 GeV/c, which becomes positive and rises slowly with larger p
T (>2 GeV/c) values. The QGP radiation completely dominates the v
1 in the region 1 < p
T < 6 GeV/c whereas, the contribution from hadronic phase is only marginal. In addition, the v
1 is found to be more sensitive to the initial formation time of the plasma compared to the elliptic and triangular flow parameters. Photon v
1 from Au + Au collisions is also calculated and compared with the v
1 from Cu + Au collisions. These results indicate that fluctuations play the most significant role in the determination of photon v
1 as the results from symmetric and symmetric collisions are found to be close to each other. We suggest that a simultaneous measurements of photon v
n
coefficients (n = 1, 2, 3) can provide valuable information about the initial state produced in heavy ion collisions.