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Interacting Fermi gas provides an ideal model system to understand unconventional pairing and intertwined orders relevant to a large class of quantum materials. Rydberg-dressed Fermi gas is a recent experimental system where the sign, strength, and range of the interaction can be controlled. The interaction in momentum space has a negative minimum at $q_c$ inversely proportional to the characteristic length-scale in real space, the soft-core radius $r_c$. We show theoretically that single-component (spinless) Rydberg-dressed Fermi gas in two dimensions has a rich phase diagram with novel superfluid and density wave orders due to the interplay of the Fermi momentum $p_F$, interaction range $r_c$, and interaction strength $u_0$. For repulsive bare interactions $u_0>0$, the dominant instability is $f$-wave superfluid for $p_Fr_clesssim 2$, and density wave for $p_Fr_cgtrsim 4$. The $f$-wave pairing in this repulsive Fermi gas is reminiscent of the conventional Kohn-Luttinger mechanism, but has a much higher $T_c$. For attractive bare interactions $u_0<0$, the leading instability is $p$-wave pairing. The phase diagram is obtained from functional renormalization group that treats all competing many-body instabilities in the particle-particle and particle-hole channels on equal footing.
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