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Interfaces impede heat flow in micro/nanostructured systems. Conventional theories for interfacial thermal transport were derived based on bulk phonon properties of the materials making up the interface without explicitly considering the atomistic interfacial details, which are found critical to correctly describing thermal boundary conductance. Recent theoretical studies predicted the existence of localized phonon modes at the interface which can play an important role in understanding interfacial thermal transport. However, experimental validation is still lacking. Through a combination of Raman spectroscopy and high-energy-resolution electron energy-loss spectroscopy in a scanning transmission electron microscope, we report the experimental observation of localized interfacial phonon modes at ~12 THz at a high-quality epitaxial Si-Ge interface. These modes are further confirmed using molecular dynamics simulations with a high-fidelity neural network interatomic potential, which also yield thermal boundary conductance agreeing well with that measured in time-domain thermoreflectance experiments. Simulations find that the interfacial phonon modes have an obvious contribution to the total thermal boundary conductance. Our findings significantly contribute to the understanding of interfacial thermal transport physics and have impact on engineering thermal boundary conductance at interfaces in applications such as electronics thermal management and thermoelectric energy conversion.