We demonstrate Doppler-free, purely optical detection of laser-excited rubidium Rydberg atoms in a room-temperature gas cell. The Rydberg atoms are excited with a frequency-doubled dye laser at 297 nm in a single-excitation step from the ground state; the detection is performed with a 780 nm diode laser in a scheme similar to electron shelving. Laser spectroscopy of Rydberg transitions is demonstrated, and a frequency-doubled dye is stabilized to one Rydberg transition in the UV. The performance of this stabilization is measured with an atomic-beam apparatus and a time of flight experiment.