Rashba interfaces yield efficient spin-charge interconversion and give rise to nonreciprocal transport phenomena. Here, we report magnetotransport experiments in few-nanometer-thick films of PdCoO 2 , a delafossite oxide known to display a large Rashba splitting and surface ferromagnetism. By analyzing the angle dependence of the firstand second-harmonic longitudinal and transverse resistivities, we identify a Rashba-driven unidirectional magnetoresistance that competes with the anomalous Nernst effect below the Curie point. We estimate a Rashba coefficient of 0.75 ± 0.3 eV Å and argue that our results qualify delafossites as a new family of oxides for nanospintronics and spin− orbitronics, beyond perovskite materials.