We introduce Data Diversification: a simple strategy to boost neural machine translation (NMT) performance. It diversifies the training data by using the predictions of multiple forward and backward models and then merging them with the original dataset on which the final NMT model is trained. Our method is applicable to all NMT models. It does not require extra monolingual data like back-translation, nor does it add more computations and parameters like ensembles of models. In the experiments, our method achieves state-of-the-art BLEU score of 30.7 & 43.7 in the WMT'14 English-German & English-French tasks. It also substantially improves on 8 other translation tasks: 4 IWSLT tasks (English-German and English-French) and 4 low-resource translation tasks (English-Nepali and English-Sinhala). We demonstrate that our method is more effective than knowledge distillation and dual learning, it exhibits strong correlation with ensembles of models, and it trades perplexity off for better BLEU score. We have released our source code at https://github.com/nxphi47/data_diversification