Spin-orbit coupling locks spin direction and spatial orientation and generates, in semi-classical magnets, a local spin easy-axis and associated ordering. Quantum spin-1/2’s defy this fate: rather than spins becoming locally anisotropic, the spin-spin interactions do. Consequently interactions become dependent on the spatial orientation of bonds between spins, prime theoretical examples of which are Kitaev magnets. Bond-directional interactions imply the existence of bond-directional magnetic modes, spin excitations that render crystallographically equivalent bonds magnetically inequivalent, which yet have remained elusive experimentally. Here we show that resonant inelastic X-ray scattering allows us to explicitly probe the bond-directional character of magnetic excitations. To do so, we use a scattering plane spanned by one bond and the corresponding spin component and scan a range of momentum transfer that encompasses multiple Brillouin zones. Applying this approach to Na₂IrO₃ we establish the different bond-directional characters of magnetic excitations at ~10 meV and ~45 meV. The bond-directional nearest-neighbor excitations are a fingerprint of the dominant Kitaev interactions and even prevail in the magnetically ordered state.