An optically levitated nanoparticle in vacuum is a paradigm optomechanical system for sensing and studying macroscopic quantum mechanics. While its center-of-mass motion has been investigated intensively, its torsional vibration has only been studied theoretically in limited cases. Here we report the first experimental observation of the torsional vibration of an optically levitated nonspherical nanoparticle in vacuum. We achieve this by utilizing the coupling between the spin angular momentum of photons and the torsional vibration of a nonspherical nanoparticle whose polarizability is a tensor. The torsional vibration frequency can be 1 order of magnitude higher than its center-of-mass motion frequency, which is promising for ground state cooling. We propose a simple yet novel scheme to achieve ground state cooling of its torsional vibration with a linearly polarized Gaussian cavity mode. A levitated nonspherical nanoparticle in vacuum will also be an ultrasensitive nanoscale torsion balance with a torque detection sensitivity on the order of 10^{-29} N m/sqrt[Hz] under realistic conditions.