We demonstrate that high-order harmonic generation (HHG) with both high cutoff frequency and high conversion efficiency can be realized by using a Rydberg atom in a few-cycle laser pulse. This is because a Rydberg state has a large electron orbital radius and small binding energy; therefore an electron in the Rydberg state can be ionized easily and accelerated directly toward the core under the interaction of a few-cycle laser pulse, leading to emission of harmonic photons. In this case, the tunneling process of the electron is not involved and, hence, the conversion efficiency and the cutoff frequency of harmonic generation can be higher than that predicted by the conventional three-step model.