Einstein-Podolsky-Rosen (EPR) steering, a generalization of the original concept of “steering” proposed by Schrödinger, describes the ability of one system to nonlocally affect another system’s states through local measurements. Some experimental efforts to test EPR steering in terms of inequalities have been made, which usually require many measurement settings. Analogy to the “all-versus-nothing” (AVN) proof of Bell’s theorem without inequalities, testing steerability without inequalities would be more strong and require less resources. Moreover, the practical meaning of steering implies that it should also be possible to store the state information on the side to be steered, a result that has not yet been experimentally demonstrated. Using a recent AVN criterion for two-qubit entangled states, we experimentally implement a practical steering game using quantum memory. Furthermore, we develop a theoretical method to deal with the noise and finite measurement statistics within the AVN framework and apply it to analyze the experimental data. Our results clearly show the facilitation of the AVN criterion for testing steerability and provide a particularly strong perspective for understanding EPR steering.