We find theoretically a new quantum state of matter-the valley-polarized quantum anomalous Hall state in silicene. In the presence of Rashba spin-orbit coupling and an exchange field, silicene hosts a quantum anomalous Hall state with Chern number C=2. We show that through tuning the Rashba spin-orbit coupling, a topological phase transition results in a valley-polarized quantum anomalous Hall state, i.e., a quantum state that exhibits the electronic properties of both the quantum valley Hall state (valley Chern number Cv=3) and quantum anomalous Hall state with C=-1. This finding provides a platform for designing dissipationless valleytronics in a more robust manner.