Confinement of runaway electrons has been observed for the first time in a reversed field pinch during improved-confinement plasmas in the Madison Symmetric Torus. Energy-resolved hard-x-ray flux measurements have been used to determine the velocity dependence of the electron diffusion coefficient, utilizing computational solutions of the Fokker-Planck transport equation. With improved-confinement, the fast electron diffusivity drops by 2 orders of magnitude and is independent of velocity. This suggests a change in the transport mechanism away from stochastic magnetic field diffusion.