The Einstein-Podolsky-Rosen (EPR) steering is an intermediate quantum nonlocality between entanglement and Bell nonlocality, which plays an important role in quantum information processing tasks. In the past few years, the investigations concerning EPR steering have been demonstrated in a series of experiments. However, these studies rely on the relevant steering inequalities and the choices of measurement settings. Here, we experimentally verify the EPR steering via entanglement detection without using any steering inequality and measurement setting. By constructing two new states from a two-qubit target state, we observe the EPR steering by detecting the entanglement of these new states. The results show that the entanglement of the newly constructed states can be regarded as a new kind of steering witness for target states. Compared to the results of Xiao et al. [Phys. Rev. Lett. 118, 140404 (2017)], we find that the ability of detecting EPR steering in our scenario is stronger than two-setting projective measurements, which can observe more steerable states. Hence, our demonstrations can deepen the understanding of the connection between the EPR steering and entanglement.