We herein develop and demonstrate a stable frequency-locking scheme for Rydberg atomic experiments. We use the Zeeman effect to modulate the three-level ladder-type Rydberg electromagnetically induced transparency (EIT) signal to lock the laser frequency of the coupling light for transition from its intermediate state to a Rydberg state. The effects of polarization of the probe and coupling lights, and the amplitude of the AC modulated magnetic field
B
0
on the EIT and the corresponding dispersive error signal, are both analyzed. The results show that both the EIT signal and dispersive error signal are the strongest when the polarizations of coupling and probe fields are circular and equal. The signal-to-noise ratio of the dispersive error signal increases with
B
0
. The slope of the dispersive error signal increases first and then decreases with
B
0
, which is related to the increase of the EIT linewidth caused by the higher
B
0
. The linewidth of the laser is significantly less than 500 kHz after frequency locking, which satisfies the requirements of most experiments involving Rydberg atoms. The method proposed herein can generally be applied to any cascade system of Rydberg atoms.