  Titanium dioxide (TiO$_2$) has rich physical properties with potential
implications in both fundamental physics and new applications. Up-to-date, the
main focus of applied research is to tune its optical properties, which is
usually done via doping and/or nano-engineering. However, understanding the
role of $d$-electrons in materials and possible functionalization of
$d$-electron properties are still major challenges. Herewith, within a
combination of an innovative experimental technique, high energy optical
conductivity, and of the state-of-the-art {\it ab initio} electronic structure
calculations, we report an emerging, novel resonant exciton in the deep
ultraviolet region of the optical response. The resonant exciton evolves upon
low concentration Ta-substitution in anatase TiO$_{2}$ films. It is
surprisingly robust and related to strong electron-electron and electron-hole
interactions. The $d$- and $f$- orbitals localization, due to Ta-substitution,
plays an unexpected role, activating strong electronic correlations and
dominating the optical response under photoexcitation. Our results shed light
on a new optical phenomenon in anatase TiO$_{2}$ films and on the possibility
of tuning electronic properties by Ta substitution.
