Cyborg intelligence is an emerging kind of intelligence paradigm. It aims to deeply integrate machine intelligence with biological intelligence by connecting machines and living beings via neural interfaces, enhancing strength by combining the biological cognition capability with the machine computational capability. Cyborg intelligence is considered to be a new way to augment living beings with machine intelligence. In this paper, we build rat cyborgs to demonstrate how they can expedite the maze escape task with integration of machine intelligence. We compare the performance of maze solving by computer, by individual rats, and by computer-aided rats (i.e. rat cyborgs). They were asked to find their way from a constant entrance to a constant exit in fourteen diverse mazes. Performance of maze solving was measured by steps, coverage rates, and time spent. The experimental results with six rats and their intelligence-augmented rat cyborgs show that rat cyborgs have the best performance in escaping from mazes. These results provide a proof-of-principle demonstration for cyborg intelligence. In addition, our novel cyborg intelligent system (rat cyborg) has great potential in various applications, such as search and rescue in complex terrains.