An electron-phonon cavity consisting of a quantum dot embedded in a freestanding GaAs/AlGaAs membrane is characterized using Coulomb blockade measurements at low temperatures. We find a complete suppression of single electron tunneling around zero bias leading to the formation of an energy gap in the transport spectrum. The observed effect is induced by the excitation of a localized phonon mode confined in the cavity. This phonon blockade of transport is lifted at discrete magnetic fields where higher electronic states with nonzero angular momentum are brought into resonance with the phonon energy.