We experimentally study magnetic resonances in the helical and conical magnetic phases of the chiral magnetic insulator Cu$_2$OSeO$_3$ at the temperature $T$=5 K. Using a broadband microwave spectroscopy technique based on vector network analysis, we identify three distinct sets of helimagnon resonances in the frequency range 2 GHz $leq f leq$ 20 GHz. The extracted resonance frequencies are in accordance with calculations of the helimagnon bandstructure found in an intrinsic chiral magnonic crystal. The periodic modulation of the equilibrium spin direction that leads to the formation of the magnonic crystal is a direct consequence of the chiral magnetic ordering caused by the Dzyaloshinskii-Moriya interaction. The opening of magnon band-gaps allows for excitation of helimagnons with wave vectors that are multiples of the spiral wave vector.