In this paper, we study the achievable degrees of freedom (DoF) of a multiple-input multiple-output (MIMO) multi-way relay channel with asymmetric message set that models the scenario of the two-way communication between a base station and multiple users through a relay. Under the assumption of delayed channel state information at transmitters (CSIT), we propose an amplify-and-forward relaying scheme based on the scheme proposed by Maddah-Ali and Tse to support signal space alignment, so that the available dimensions of the signal spaces at the relay and the users can be efficiently utilized. The proposed scheme outperforms the traditional one-way scheme from the perspective of DoF, and is useful to relieve the communication bottleneck caused by the asymmetric traffic load inherent in cellular networks.