The superconducting diode effect (SDE), which causes a superconducting state in one direction and a normal‐conducting state in another, has significant potential for developing ultralow power consumption circuits and non‐volatile memory. However, the practical control of the SDE necessities the precise tuning of current, temperature, magnetic field, or magnetism. Therefore, the mechanisms of the SDE must be understood to develop novel materials and devices capable of realizing the SDE under more controlled and robust conditions. This study demonstrates an intrinsic zero‐field SDE with an efficiency of up to 40% in Fe/Pt‐inserted non‐centrosymmetric Nb/V/Ta superconducting artificial superlattices. The polarity and magnitude of the zero‐field SDE are controllable by the direction of magnetization, indicating that the effective exchange field acts on Cooper pairs. Furthermore, the first‐principles calculation indicates that the SDE can be enhanced by an asymmetric configuration of proximity induced magnetic moments in superconducting layers, which induces a magnetic toroidal moment. This study has important implications regarding the development of novel materials and devices that can effectively control the SDE. Moreover, the magnetization control of the SDE is expected to aid in the designing of superconducting quantum devices and establishing a material platform for topological superconductors.