We report the measurement of the electromagnetically induced transparency (EIT) with Rydberg states in ultracold 40 K Fermi gases, which is obtained through a two-photon process with the ladder scheme. Rydberg-EIT lines are obtained by measuring the atomic losses instead of the transmitted probe beam. Based on the laser frequency stabilization locking to the superstable cavity, we study the Rydberg-EIT line shapes for the 37s and 35d states. We experimentally demonstrate the significant change in the Rydberg-EIT spectrum by changing the principal quantum number of the Rydberg state (n = 37=52 and l = 0). Moreover, the transparency peak position shift is observed, which may be induced by the interaction of the Rydberg atoms. This work provides a platform to explore many interesting behaviors involving Rydberg states in ultracold Fermi gases.