The asymmetry in the dynamics of an electro-pneumatic actuating device consisting of an electro-pneumatic transducer and a single-action pneumatic actuator was unexpectedly found experimentally. This asymmetry manifests in response to large step excitations. The dynamic asymmetry effect is understood as a change in the shape of the response of an actuator depending on the direction of the actuators stem movement. The questions appears: How to explain this effect? Does this phenomenon reflect thermodynamic air processes? Is it connected with air-to-mechanical energy conversion? Together, six working hypotheses explaining this effect were formulated. The asymmetry was studied in detail using analytical and simulation modeling, as well as experimental research. In this respect, a nonlinear analytical model was developed, tuned, and later solved using simulations. The simulation model was verified based on the experiment data. In addition, the problem of the efficiency in the energy conversion of a single-action actuator was discussed and, in result, the maximum theoretical energy efficiency was determined. Subsequently, all six working hypotheses were verified. Finally, the hypothesis explaining asymmetry as an effect of the different thermodynamic air processes in both actuator’s stem travel directions was confirmed.