In this short letter, we report an experimental investigation on the integration of film cooling for thermal protection in a 72-mm cylindrical rotating detonation engine (RDE). The cooling scheme involves injection of cooling air through a series of cat-ear-shaped film cooling holes densely distributed along the outer wall of the cylindrical combustor. Our findings reveal the successful initiation of the RDE and sustained propagation of the rotating detonation wave (RDW) when film cooling is activated, and the outflow reaches a supersonic state. Experimental observations corroborate the numerical simulations, indicating a lateral expansion tendency of the cooling jet under the influence of the high-frequency RDW.