Einstein-Podolsky-Rosen steering is a form of quantum nonlocality exhibiting an inherent asymmetry between the observers, Alice and Bob. A natural question is then whether there exist entangled states which are one-way steerable, that is, Alice can steer Bob's state, but it is impossible for Bob to steer the state of Alice. So far, such a phenomenon has been demonstrated for continuous variable systems, but with a strong restriction on allowed measurements, namely, considering only Gaussian measurements. Here we present a simple class of entangled two-qubit states which are one-way steerable, considering arbitrary projective measurements. This shows that the nonlocal properties of entangled states can be fundamentally asymmetrical.