The results of measurements of the magnetoresistance for graphite intercalation compounds with cobalt based on highly oriented pyrolytic graphite and fine crystalline pyrolytic graphite in the temperature range from 1.6K to 293K and in a magnetic field up to 16 T are presented. For the investigated intercalation compounds, the effect of asymmetry of the magnetoresistance relative to the magnetic field direction is revealed. It is shown that this effect can be satisfactorily explained within the Segal model of asymmetric magnetoresistance in thin films with large magnetic anisotropy.