  We use ultrafast optical spectroscopy to observe binding of charged
single-particle excitations (SE) in the magnetically frustrated Mott insulator
Na$_2$IrO$_3$. Above the antiferromagnetic ordering temperature ($T_N$) the
system response is due to both Hubbard excitons (HE) and their constituent
unpaired SE. The SE response becomes strongly suppressed immediately below
$T_N$. We argue that this increase in binding energy is due to a unique
interplay between the frustrated Kitaev and the weak Heisenberg-type ordering
term in the Hamiltonian, mediating an effective interaction between the
spin-singlet SE. This interaction grows with distance causing the SE to become
trapped in the HE, similar to quark confinement inside hadrons. This binding of
charged particles, induced by magnetic ordering, is a result of a
confinement-deconfinement transition of spin excitations. This observation
provides evidence for spin liquid type behavior which is expected in
Na$_2$IrO$_3$.
