Van der Waals (vdW) heterostructures have attracted great interest because of their rich material combinations.The discovery of two-dimensional magnets has provided a new platform for magnetic vdW heterointerfaces; however, research on magnetic vdW heterointerfaces has been limited to those with ferromagnetic surfaces. Here we report a magnetic vdW heterointerface using layered intralayer-antiferromagnetic MPSe3 (M=Mn, Fe) and monolayer transition metal dichalcogenides (TMDs). We found an anomalous upshift of the excitonic peak in monolayer TMDs below the antiferromagnetic transition temperature in the MPSe3, capturing a signature of the interlayer exciton-magnon coupling. This is a concept extended from single materials to heterointerfaces. Moreover, this coupling strongly depends on the in-plane magnetic structure and stacking direction, showing its sensitivity to their magnetic interfaces. Our finding offers an opportunity to investigate interactions between elementary excitations in different materials across interfaces and to search for new functions of magnetic vdW heterointerfaces.