We report the first direct spectroscopic evidence for coherent electronic coupling between excitons and trions in atomically thin transition metal dichalcogenides, specifically monolayer MoSe2. Signatures of coupling appear as isolated cross-peaks in two-color pump-probe spectra, and the lineshape of the peaks reveals that the coupling originates from many-body interactions. Excellent agreement between the experiment and density matrix calculations suggests the formation of a correlated exciton-trion state due to their coupling.