Transition metal oxides of the $4d$ and $5d$ block have recently become the targets of materials discovery, largely due to their strong spin-orbit coupling that can generate exotic magnetic and electronic states. Here we report the high pressure synthesis of Lu$_2$Rh$_2$O$_7$, a new cubic pyrochlore oxide based on $4d^5$ Rh$^{4+}$ and characterizations via thermodynamic, electrical transport, and muon spin relaxation measurements. Magnetic susceptibility measurements reveal a large temperature-independent Pauli paramagnetic contribution, while heat capacity shows an enhanced Sommerfeld coefficient, $gamma$ = 21.8(1) mJ/mol-Rh K$^2$. Muon spin relaxation measurements confirm that Lu$_2$Rh$_2$O$_7$ remains paramagnetic down to 2 K. Taken in combination, these three measurements suggest that Lu$_2$Rh$_2$O$_7$ is a correlated paramagnetic metal with a Wilson ratio of $R_W = 2.5$. However, electric transport measurements present a striking contradiction as the resistivity of Lu$_2$Rh$_2$O$_7$ is observed to monotonically increase with decreasing temperature, indicative of a nonmetallic state. Furthermore, although the magnitude of the resistivity is that of a semiconductor, the temperature dependence does not obey any conventional form. Thus, we propose that Lu$_2$Rh$_2$O$_7$ may belong to the same novel class of non-Fermi liquids as the nonmetallic metal FeCrAs.
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