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NiI₂ is a two-dimensional van der Waals magnetic insulator, which exhibits spiral magnetic ordering below the Neel temperature of T_N=59.5 and simultaneously forms multiferroic domains. Magnetic excitons associated with Zhang-Rice entangled states has been reported in the multiferroics phase [1]. Using terahertz time-domain spectroscopy, we performed transmission and reflection experiments on a NiI₂ single crystal and observed two strong absorption modes in the terahertz region. By tracking the temperature and magnetic field dependences, it was confirmed that the modes are magnetic excitations only observed in the multiferroic phase. Additionally, through optical model analysis of the reflectance spectra, we confirmed that the modes are electro-dipole-active, i.e. electromagnon modes [2].