Floquet states can be realized in quantum systems driven by continuous time-periodic perturbations. It is known that a state known as the Floquet Weyl semimetal can be realized when free Dirac fermions are placed in a rotating electric field. What will happen if strong interaction is introduced to this system? Will the interaction wash out the characteristic features of Weyl semimetals such as the Hall response? Is there a steady state and what is its thermodynamic behavior? We answer these questions using AdS/CFT correspondence in the mathcal{N} = 2 supersymmetric massless QCD in a rotating electric field in the large Nc limit realizing the first example of a “holographic Floquet state”. In this limit, gluons not only mediate interaction, but also act as an energy reservoir and stabilize the nonequilibrium steady state (NESS). We obtain the electric current induced by a rotating electric field: in the high frequency region, the Ohm’s law is satisfied, while we recover the DC nonlinear conductivity at low frequency, which was obtained holographically in a previous work. The thermodynamic properties of the NESS, e.g., fluctuation-dissipation relation, is characterized by the effective Hawking temperature that is defined from the effective horizon giving a holographic meaning to the “periodic thermodynamic” concept. In addition to the strong (pump) rotating electric field, we apply an additional weak (probe) electric field in the spirit of the pump-probe experiments done in condensed matter experiments. Weak DC and AC probe analysis in the background rotating electric field shows Hall currents as a linear response, therefore the Hall response of Floquet Weyl semimetals survives at the strong coupling limit. We also find frequency mixed response currents, i.e., a heterodyning effect, characteristic to periodically driven Floquet systems.