We study a Fermi gas with strong, tunable interactions dispersively coupled to a high-finesse cavity. Upon probing the system along the cavity axis, we observe a strong optomechanical Kerr nonlinearity originating from the density response of the gas to the intracavity field and measure it as a function of interaction strength. We find that the zero-frequency density response function of the Fermi gas increases by a factor of two from the Bardeen-Cooper-Schrieffer to the Bose-Einstein condensate regime. The results are in quantitative agreement with a theory based on operator-product expansion, expressing the density response in terms of universal functions of the interactions, the contact, and the internal energy of the gas. This provides an example of a driven-dissipative, strongly correlated system with a strong nonlinear response, opening up perspectives for the sensing of weak perturbations or inducing long-range interactions in Fermi gases.