We report on the formation of a stable quantum degenerate mixture of fermionic ^{6}Li and bosonic ^{133}Cs in an optical trap by sympathetic cooling near an interspecies Feshbach resonance. New regimes of quantum degenerate Bose-Fermi mixtures are identified. With moderate attractive interspecies interactions, we show that a degenerate Fermi gas of Li can be fully confined in a Cs Bose-Einstein condensate without external potentials. For stronger attraction where mean-field collapse is expected, no such instability is observed. Potential mechanisms to explain this phenomenon are discussed.