The Carnot cycle is a prototype of an ideal heat engine cycle to draw mechanical energy from the heat flux between two thermal baths with the maximum efficiency, dubbed as the Carnot efficiency η_{C}. Such efficiency is reached by thermodynamical equilibrium processes with infinite time, accompanied unavoidably with vanishing power-energy output per unit time. The quest to acquire high power leads to an open question of whether a fundamental maximum efficiency exists for finite-time heat engines with given power. We experimentally implement a finite-time Carnot cycle with sealed dry air as a working substance and verify the existence of a trade-off relation between power and efficiency. Efficiency up to (0.524±0.034)η_{C} is reached for the engine to generate the maximum power, consistent with the theoretical prediction η_{C}/2. Our experimental setup shall provide a platform for studying finite-time thermodynamics consisting of nonequilibrium processes.