Einstein–Podolsky–Rosen steering is a form of inseparable quantum correlations that exhibits an inherent asymmetric property, i.e. one-way steering. In this paper, we show that the radiation pressure effect can be profitably exploited to generate stationary Gaussian quantum steering between an optical cavity mode and a mechanical mode. The optical mode is driven by a blue-detuned laser within the unresolved sideband regime. Under realistic experimental conditions, we show that strong asymmetric steering can be generated between the two considered modes. Besides, we show that the direction of one-way steering can be controlled by varying the physical parameters of the system at hand (coupling, dissipation, and detuning). Also, we discuss how the generated steering can be estimated experimentally. The demonstrated optomechanical steering may have practical implications for asymmetric quantum information tasks, e.g. one-sided device-independent quantum key distribution and quantum teleportation.