Autler-Townes (A-T) splitting, known as an AC Stark effect, shows a change of an absorption/emission spectral line of a probe beam when an oscillating field is tuned in resonance with the atomic or molecular transition. The A-T splitting is observed in different three-level atoms and widely investigated in a vapor cell and in a magneto-optical trap (MOT). The A-T splitting plays an important role in the atom-based microwave electric-field measurements where a cascade three-level system involving Rydberg state is adopted. In this work, an A-T splitting is observed in an ultracold cesium Rydberg gas, which is cooled down to about 100 pK and center density is about 1010 cm-3 in a conventional MOT by using the laser cooling technology. We present the A-T spectrum in a ladder three-level atomic system involving a 34D5/2 Rydberg state. The cesium ground state (6S1/2), excited state (6P3/2) and Rydberg state (34D5/2) constitute a Rydberg three-level system. A coupling laser, locked to the Rydberg transition by using a Rydberg electromagnetically induced transparency signal that is obtained from a cesium room-temperature vapor cell, couples 6P3/2 (F'=5) 34D5/2 Rydberg transition. A weak probe laser, stabilized to a ground-state transition by using a polarization spectroscopy, is swept, covering the transition 6S1/2 (F=4) 6P3/2 (F'=5) with a double-passed acousto-optic modulator. The probe and coupling lasers are counter-propagated through the MOT center. The power of probe light is 200 pW, corresponding Rabi frequency p=21.05 MHz. During the experiment, 50 s after turning off the trapping laser, both the coupling and probe beams are switched on and last 100 s. The A-T spectrum as a function of the probe detuning is detected with a single-photon counter module detector. We use Gaussian multiple peak fitting to obtain the positions of the A-T peaks and the A-T splitting. The measured A-T splitting is proportional to the Rabi frequency of the coupling light. We numerically solve the density matrix equations to obtain the A-T spectrum, and the calculations reproduce A-T spectra well. The measured A-T splitting shows good agreement with the theoretical calculation for Rabi frequency of the coupling light c29 MHz. The A-T splitting is less than the calculation for the case of c29 MHz, the deviation is mainly attributed to the increased dephasing rate induced by the strong interaction between Rydberg atoms, whose number increases with the coupling laser Rabi frequency. In this work, the adopted method for the cascade three-level system involving Rydberg state is also suitable for -and V-type cases.