We report the first detection with INTEGRAL of persistent hard X-ray emission (20 to 100 keV) from the Rapid Burster (MXB 1730-335), and describe its full spectrum from 3 to 100 keV. The source was detected on February/March 2003 during one of its recurrent outbursts. The source was clearly detected with a high signal to noise ratio during the single pointings and is well distinguished from the neighboring source GX 354-0. The 3 - 100 keV X-ray spectrum of the persistent emission is well described by a two-component model consisting of a blackbody plus a power-law with photon index ~ 2.4. The estimated luminosity was ~ 8.5x10^{36} erg/s in the 3 - 20 keV energy band and ~ 1.3x10^{36} erg/s in the 20 - 100 keV energy range, for a distance of 8 kpc.