We report the experimental observation of cylindrical-vector vortex solitons (CVVSs) in lead glass with strongly thermal nonlocal nonlinearity. The formations of radially and angularly polarized solitons with topological charge of l=1 were observed. We show that the ring profiles and the polarization distributions of the two first-order CVVSs can be preserved. We numerically prove that the first-order CVVS is stable, and the higher-order CVVSs with l≥2 are unstable based on the linear stability analysis method.