The breakdown of translational symmetry at heterointerfaces leads to the emergence of new phonon modes localized at the interface1. These modes have an essential role in thermal and electrical transport properties in devices, especially in miniature ones wherein the interface may dominate the entire response of the device2. Although related theoretical work began decades ago1,3,4,5, experimental research is totally absent owing to challenges in achieving the combined spatial, momentum and spectral resolutions required to probe localized modes. Here, using the four-dimensional electron energy-loss spectroscopy technique, we directly measure both the local vibrational spectra and the interface phonon dispersion relation for an epitaxial cubic boron nitride/diamond heterointerface. In addition to bulk phonon modes, we observe modes localized at the interface and modes isolated from the interface. These features appear only within approximately one nanometre around the interface. The localized modes observed here are predicted to substantially affect the interface thermal conductance and electron mobility. Our findings provide insights into lattice dynamics at heterointerfaces, and the demonstrated experimental technique should be useful in thermal management, electrical engineering and topological phononics.