Einstein's general relativity, as the most successful theory of gravity, is one of the cornerstones of modern physics. However, the experimental tests for gravity in the high energy region are limited. The emerging gravitational-wave astronomy has opened an avenue for probing the fundamental properties of gravity in strong and dynamical field, and in particular, high energy regime. In this work, we focus on the parity symmetry of gravity. For broken parity, the left- and right-handed modes of gravitational waves would follow different equations of motion, dubbed as birefringence. We perform the first full Bayesian inference of the parity conservation of gravity by comparing the state-of-the-art waveform with the compact binary coalescence data released by LIGO and Virgo collaboration. We do not find any violations of general relativity, thus obtain the lower bound of the parity-violating energy scale to be $0.09$ GeV through the velocity birefringence of gravitational waves. This provides the most stringent experimental test of gravitational parity symmetry up to date, and for the first time, in the high energy region, which ushers in a new era of using gravitational waves to test the ultraviolet behavior of gravity. We also find third-generation gravitational-wave detectors can enhance this bound to $\mathcal{O}(10^2)$ GeV if there is still no violation, comparable to the current LHC energy scale in particle physics.