We report the first observation of a nonlinear mode in a cylindrical nonlinear Fabry-Perot cavity. The field enhancement from cavity buildup, as well as the large chi3 optical nonlinearity due to resonantly-excited Rb-85 vapor, allows the nonlinear mode to form at low incident optical powers of less than a milliwatt. The mode is observed to occur for both the self-focusing and self-defocusing nonlinearity.