A new ultra-broadband unidirectional waveguide is proposed based on magnetic domain wall of magnetic-optical (MO) materials. The basic model of the proposed waveguide is a layered structure consisting of metal-YIG-YIG-metal，where the YIG is yttrium iron garnet under anti-parallel static external magnetic fields. Theoretical analysis and simulation results show that our system supports one-way electromagnetic (EM) modes within not only the inherent photonic bandgap of YIG, but also the new photonic bandgap arising from the finite thickness of YIG. Both of the two photonic bandgaps support complete one-way EM modes，which can be immune to scattering and back-reflection. Because of simple structure，robust immunity as well as ultra-broadband one-way operating frequency band，the proposed waveguide is an effective way to realize all photonic integrated circuit.