The superconducting diode effect (SDE), characterized by a nonreciprocal supercurrent, has attracted significant attention in recent years due to its potential applications. However, most studies have focused on weakly correlated models, leaving the impact of strong electron-electron interactions on the SDE largely unexplored. In this work, we bridge this gap by investigating the SDE in asymmetric band metals with Hatsugai-Kohmoto (HK) interaction, which are exactly solvable due to their locality in Bloch momentum space. Through a combination of low-energy analysis and a numerical self-consistent approach, we demonstrate that HK interaction can enhance the SDE's quality factor. Our findings shed light on the role of strong electron-electron correlations in shaping the SDE.