The notion of strong external difference family (SEDF) in a finite abelian group $(G,+)$ is raised by M. B. Paterson and D. R. Stinson [5] in 2016 and motivated by its application in communication theory to construct $R$-optimal regular algebraic manipulation detection code. A series of $(n,m,k,lambda)$-SEDFs have been constructed in [5, 4, 2, 1] with $m=2$. In this note we present an example of (243, 11, 22, 20)-SEDF in finite field $mathbb{F}_q$ $(q=3^5=243).$ This is an answer for the following problem raised in [5] and continuously asked in [4, 2, 1]: if there exists an $(n,m,k,lambda)$-SEDF for $mgeq 5$.