We theoretically discover that unique eigenmodes of skyrmion crystal (SkX) are not only magnetically active to an ac magnetic field (H-omega) but also electrically active to an ac electric field (E-omega) in a multiferroic chiral-lattice magnet Cu2OSeO3, which amplifies the dynamical magnetoelectric coupling between E-omega and the spin texture. The resulting intense interference between their electric and their magnetic activation processes can lead to an unprecedentedly large diode effect on the microwave, i.e., its absorption by SkX changes up to similar to 20% when the incident direction is reversed. Our results demonstrate that the skyrmion could be a promising building block for microwave devices. DOI:10.1103/PhysRevB.87.134403