We report on the observation of Rabi oscillations to a Rydberg state on a time scale below 1 ns in thermal rubidium vapor. We use a bandwidth-limited pulsed excitation and observe up to 6 full Rabi cycles within a pulse duration of ∼4 ns. We find good agreement between the experiment and numerical simulations based on a surprisingly simple model. This result shows that fully coherent dynamics with Rydberg states can be achieved even in thermal atomic vapor, thus suggesting small vapor cells as a platform for room-temperature quantum devices. Furthermore, the result implies that previous coherent dynamics in single-atom Rydberg gates can be accelerated by 3 orders of magnitude.