Rydberg excitons, characterized by large spatial extension and reduced electron-hole overlap, must have a spin-valley dynamics different from that of ground state excitons. Here we report a direct measurement of spin relaxation of Rydberg excitons in high-quality WSe₂ monolayer using continuous-wave and time-resolved optical orientation experiments. Excited excitonic states exhibit exceptionally large photoluminescence circular polarization, approaching 90% for the 3s state. Time-resolved measurements reveal a strong increase of the spin relaxation time with the principal quantum number, from ~2 ps for the 1s exciton to values larger than ~75 ps for the 3s exciton. A microscopic model based on electron-hole exchange-driven spin relaxation quantitatively reproduces the observed trend, demonstrating that Rydberg excitons enable tunable spin–valley dynamics in two-dimensional semiconductors.