Femtosecond-induced resonance-enhanced multi-photon ionization (REMPI) photoelectron spectroscopy of the Rydberg states is faced with low spectral resolution due to the broadband laser spectrum. In this paper, we theoretically demonstrate that a high-resolution (2 + 1) REMPI photoelectron spectrum of the Rydberg states in a sodium (Na) atom can be obtained by shaping a femtosecond laser pulse with a spectral phase step modulation. Our results show that, by using a phase-shaped femtosecond laser pulse, some narrowband holes or peaks in the REMPI photoelectron spectrum can be created, and the positions of these holes or peaks are correlated with the eigenenergies of the Rydberg states. Thus, by observing these holes or peaks in the REMPI photoelectron spectrum, both the high-resolution REMPI photoelectron spectrum and the energy-level diagram of the Rydberg states can be obtained.