The condensation of half-light half-matter exciton polaritons in semiconductor optical cavities is a striking example of macroscopic quantum coherence in a solid state platform. Quantum coherence is possible only when there are strong interactions between the exciton polaritons provided by their excitonic constituents. Rydberg excitons with high principle value exhibit strong dipole-dipole interactions in cold atoms. However, polaritons with the excitonic constituent that is an excited state, namely Rydberg exciton polaritons (REPs), have not yet been experimentally observed. Here, for the first time, we observe the formation of REPs in a single crystal CsPbBr3 perovskite cavity without any external fields. These polaritons exhibit strong nonlinear behavior that leads to a coherent polariton condensate with a prominent blue shift. Furthermore, the REPs in CsPbBr3 are highly anisotropic and have a large extinction ratio, arising from the perovskites orthorhombic crystal structure. Our observation not only sheds light on the importance of many-body physics in coherent polariton systems involving higher-order excited states, but also paves the way for exploring these coherent interactions for solid state quantum optical information processing.