We report the detection of gravity modes in RR Lyrae stars. Thanks to Photometer AntarctIca eXtinction (PAIX), the first Antarctic polar photometer. Unprecedented and uninterrupted UBVRI time-series photometric ground-based data are collected during 150 days from the highest plateau of Antarctica. PAIX light-curve analyses reveal an even richer power spectrum with mixed modes in RR Lyrae stars. The nonlinear nature of several dominant peaks, showing lower and higher frequencies, occurs around the dominant fundamental radial pressure mode. These lower frequencies and harmonics linearly interact with the dominant fundamental radial pressure mode and its second and third overtone pressure modes, as well. Half-integer frequencies are also detected, likewise side-peak structures, demonstrating that HH Puppis is a bona-fide Blazhko star. Fourier correlations are used to derive underlying physical characteristics for HH Puppis. The most striking finding is the direct detection of gravity waves. We interpret the excitation mechanism of gravity waves in RR Lyrae stars by the penetrative convection-driving mechanism. We demonstrate that RR Lyrae stars' pulsation is excited by several distinct mechanisms, and hence RR Lyrae stars are simultaneously g-mode and p-mode pulsators. Our discoveries make RR Lyrae stars very challenging stellar objects, and provide their potential to undergo at the same time g and p modes toward an advancement of the theory of stellar evolution and a better understanding of the universe.