Branching Processes in a Random Environment (BPREs) $(Z_n:n\geq0)$ are a generalization of Galton Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. We determine here the upper large deviation of the process when the reproduction law may have heavy tails. The behavior of BPREs is related to the associated random walk of the environment, whose increments are distributed like the logarithmic mean of the offspring distributions. We obtain an expression of the upper rate function of $(Z_n:n\geq0)$, that is the limit of $-\log \mathbb{P}(Z_n\geq e^{\theta n})/n$ when $n\rightarrow \infty$. It depends on the rate function of the associated random walk of the environment, the logarithmic cost of ...