Rydberg excitons, the solid-state counterparts of Rydberg atoms, have sparked considerable interest with regard to the harnessing of their quantum application potentials, but realizing their spatial confinement and manipulation poses a major challenge. Lately, the rise of two-dimensional moiré superlattices with highly tunable periodic potentials provides a possible pathway. Here, we experimentally demonstrate this capability through the spectroscopic evidence of Rydberg moiré excitons (XRM), which are moiré-trapped Rydberg excitons in monolayer semiconductor tungsten diselenide adjacent to twisted bilayer graphene. In the strong coupling regime, the XRM manifest as multiple energy splittings, pronounced red shift, and narrowed linewidth in the reflectance spectra, highlighting their charge-transfer character wherein electron-hole separation is enforced by strongly asymmetric interlayer Coulomb interactions. Our findings establish the excitonic Rydberg states as candidates for exploitation in quantum technologies.