Vertical external-cavity surface-emitting lasers (VECSELs) augmented by intracavity nonlinear optical frequency conversion have emerged as an attractive light source of ultraviolet to visible light for demanding scientific applications, relative to other laser technologies. They offer high power, low phase noise, wide frequency tunability, and excellent beam quality in a simple and inexpensive system architecture. Here, we characterize the frequency stability of an intra-cavity frequency-doubled VECSEL with 690 mW of output power at 475 nm using the delayed self-heterodyne technique and direct comparison with a commercial external-cavity diode laser (ECDL). We measure the fundamental's Lorentzian linewidth to be 2𝜋 × 5.3(2) kHz, and the total linewidth to be 2𝜋 × 23(2) kHz. In addition, we perform Rydberg-state spectroscopy via electromagnetically induced transparency (EIT), observing narrow 3.5 MHz full-width halfmaximum EIT. By doing so, we demonstrate that intra-cavity frequency-doubled VECSELs can perform precision spectroscopy at the MHz level, and are a promising tool for contemporary, and future, quantum technologies.