The projection factor (p-factor) is an essential component of the classical Baade-Wesselink (BW) technique, that is commonly used to determine the distances to pulsating stars. It is a multiplicative parameter used to convert radial velocities into pulsational velocities. As the BW distances are linearly proportional to the p-factor, its accurate calibration for Cepheids is of critical importance for the reliability of their distance scale. We focus on the observational determination of the p-factor of the long-period Cepheid RS Pup (P = 41.5 days). This star is particularly important as this is one of the brightest Cepheids in the Galaxy and an analog of the Cepheids used to determine extragalactic distances. An accurate distance of 1910 +/- 80 pc (+/- 4.2%) has recently been determined for RS Pup using the light echoes propagating in its circumstellar nebula. We combine this distance with new VLTI/PIONIER interferometric angular diameters, photometry and radial velocities to derive the p-factor of RS Pup using the code Spectro-Photo-Interferometry of Pulsating Stars (SPIPS). We obtain p = 1.250 +/- 0.064 (+/-5.1%), defined for cross-correlation radial velocities. Together with measurements from the literature, the p-factor of RS Pup confirms the good agreement of a constant p = 1.293 +/- 0.039 (+/-3.0%) model with the observations. We conclude that the p-factor of Cepheids is constant or mildly variable over a broad range of periods (3.7 to 41.5 days).