A quantum-feedback-based scheme is proposed for generating multipartite entanglements of Rydberg atoms in a dissipative optical cavity. The Rydberg blockade mechanism efficiently prevents double excitations of the system, which is further exploited to speed up the stabilization of an entangled state with a single Rydberg state excitation. The corresponding feedback operations are greatly simplified, since only one regular atom needs to be controlled during the whole process, irrespective of the number of particles. The form of entangled state is also adjustable via regulating the Rabi frequencies of driving fields. Moreover, a relatively long-life time of the high-lying Rydberg level guarantees a high fidelity in a realistic situation.