This paper considers the existence of axisymmetric solitary waves in an inviscid and incompressible rotating fluid bounded by a rigid cylinder. It has been obtained by many experiments and formal derivations that this flow has internal solitary waves in the fluid when equilibrium state at infinity satisfies certain conditions. This paper gives a rigorous proof of the existence of solitary wave solutions for the exact equations governing the flow under such conditions at infinity, and shows that the first-order approximations of the solitary wave solutions for the exact equations are solitary wave solutions derived formally using long-wave approximation. The ideas in the proof of the existence of solitary waves in two-dimensional stratified fluids are used and a main difficulty from the singularity at axis of rotation is overcome.