  We report observation of strong magnetic proximity coupling in a
heterostructured superconductor Sr$_2$VO$_3$FeAs, determined by the upper
critical fields $H_{c2}(T)$ measurements up to 65 T. Using the resistivity and
the radio-frequency measurements for both $H \parallel ab$ and $H \parallel c$,
we found a strong upward curvature of $H_{c2}^c(T)$, together with a steep
increase of $H_{c2}^{ab}(T)$ near $T_c$, yielding the anisotropic factor
$\gamma_H=H_{c2}^{ab}/H_{c2}^c$ up to $\sim$ 20, the largest value among
iron-based superconductors. These are attributed to the Jaccarino-Peter effect,
rather than to the multiband effect, due to strong exchange interaction between
itinerant Fe spins of the FeAs layers and localized V spins of Mott-insulating
SrVO$_3$ layers. These findings provide evidence for strong antiferromagnetic
proximity coupling, comparable with the intralayer superexchange interaction of
SrVO$_3$ layer and sufficient to induce magnetic frustration in
Sr$_2$VO$_3$FeAs.
