The high quality single crystals of NpPd5Al2 with the body-centered tetragonal structure were grown by the Pb flux method. NpPd5Al2 was found to be the first Np-based heavy fermion superconductor with the relatively high critical temperature T-sc = 4.9 K. The upper critical field H-c2 is large and highly anisotropic. Corresponding to the heavy electronic state, the initial slope of H-c2 is large, but H-c2 at low temperatures is suppressed by the magnetic field, indicating a strong Pauli paramagnetic effect and the first-order transition at H-c2. These results imply that NpPd5Al2 is located at the proximity of the antiferromagnetic ordering, which might be hidden by the superconductivity. The d-wave superconductivity with a spin singlet state is most likely realized in NpPd5Al2.