We report experimental and theoretical investigations of wavelength dependence of Rydberg state excitation (RSE) process of Ar subject to intense laser fields. By simultaneously measuring ionization and RSE yields of Ar atoms subject to strong laser fields at a series of wavelengths, we obtain the wavelength scaling law of the ratio of Ar* over Ar+ with respect to the laser intensity, and this result can be well reproduced by a nonadiabatic model, but not by the classical-trajectory Monte Carlo model. Our results indicate that the nonadiabatic corrections of the photoelectron tunneling exit and tunneling probability play a significant role at shorter wavelengths. Analysis shows that the wavelength dependence phenomenon is due to the interplay of the nonadiabatic effect, wave-packet diffusion and Coulomb focusing effect of the liberated electron.