Despite more than a century of study, the fundamental mechanisms behind solid melting remain elusive at the nanoscale. Ultrafast phenomena in materials irradiated by intense femtosecond laser pulses have revived the interest in unveiling the puzzling processes of melting transitions. However, direct experimental validation of various microscopic models is limited due to the difficulty of imaging the internal structures of materials undergoing ultrafast and irreversible transitions. Here we overcome this challenge through time-resolved single-shot diffractive imaging using X-ray free electron laser pulses. Images of single Au nanoparticles show heterogeneous melting at the surface followed by density fluctuation deep inside the particle, which is directionally correlated to the polarization of the pumping laser. Observation of this directionality links the non-thermal electronic excitation to the thermal lattice melting, which is further verified by molecular dynamics simulations. This work provides direct evidence to the understanding of irreversible melting with an unprecedented spatiotemporal resolution.