Submesoscale coherent vortices (SCVs) are numerous in high-resolution numerical simulations, but their observations are scarce. Among the few in situ available measurements of SCVs, a vast majority concern anticyclones. No cyclonic SCV with large dynamical Rossby number (|zeta/f| > 1) has ever been sampled. This suggested that such small cyclones may lack robustness. Here, we present in situ measurements of an intense cyclonic SCV in the Arabian Sea. This eddy lay at 600 m depth, with a Rossby numberRo=O(1)and a dynamical Rossby number|zeta/f| > 1.5. This cyclone was most likely generated at the mouth of the Gulf of Aden. It trapped and advected Red Sea Water, from there on. This highlights the role of deep SCVs in the spreading of salty waters across the Arabian Sea.