Establishing a quantum interface between different physical systems is of special importance for developing the practical versatile quantum networks. Entanglement between low- and high-lying atomic spin waves is essential for building up Rydberg-based quantum information engineering, otherwhile be more helpful to study the dynamics behavior of entanglement under external pertur- bations. Here, we report on the successful storage of a single photon as a high-lying atomic spin wave in quantum regime. Via storing a K-vector entanglement between single photon and lowly lying spin wave, we thereby experimentally realize the entanglement between low- and high-lying atomic spin waves in two separated atomic systems. This makes our experiment the primary demonstration of Rydberg quantum memory of entanglement, making a primary step toward the construction of a hybrid quantum interface.