The absolute branching fraction of $Lambda to p mu^- bar{ u}_{mu}$ is reported for the first time based on an $e^+e^-$ annihilation sample of ten billion $J/psi$ events collected with the BESIII detector at $sqrt{s}=3.097$ GeV. The branching fraction is determined to be ${mathcal B}(Lambda to pmu^- bar{ u}_{mu}) = [1.48pm0.21(rm stat) pm 0.08(rm syst)]times 10^{-4}$, which is a significant improvement in precision over the previous indirect measurements. Combining this result with the world average of ${mathcal B}(Lambda to p e^- bar{ u}_{e})$, we obtain the ratio, $frac{Gamma(Lambda to p mu^- bar{ u}_{mu})}{Gamma(Lambda to p e^- bar{ u}_{e})}$, to be $0.178 pm 0.028$, which agrees with the standard model prediction assuming lepton flavor universality. The asymmetry of the branching fractions of $Lambda to p mu^- bar{ u}_{mu}$ and $bar{Lambda} to bar{p} mu^+ u_{mu}$ is also determined, and no evidence for $CP$ violation is found.