Constructing a quantum memory for a photonic entanglement is vital for realizing quantum communication and network. Because of the inherent infinite dimension of orbital angular momentum (OAM), the photon's OAM has the potential for encoding a photon in a high-dimensional space, enabling the realization of high channel capacity communication. Photons entangled in orthogonal polarizations or optical paths had been stored in a different system, but there have been no reports on the storage of a photon pair entangled in OAM space. Here, we report the first experimental realization of storing an entangled OAM state through the Raman protocol in a cold atomic ensemble. We reconstruct the density matrix of an OAM entangled state with a fidelity of 90.3%±0.8% and obtain the Clauser-Horne-Shimony-Holt inequality parameter S of 2.41±0.06 after a programed storage time. All results clearly show the preservation of entanglement during the storage.