The motion of doped electrons or holes in an antiferromagnetic lattice with strong on-site Coulomb interactions touches one of the most fundamental open problems in contemporary condensed matter physics. The doped charge may strongly couple to elementary spin excitations resulting in a dressed quasiparticle which is subject to confinement. This spin-polaron possesses internal degrees of freedom with a characteristic ladder excitation spectrum. Despite its fundamental importance for understanding high-temperature superconductivity, clear experimental spectroscopic signatures of these internal degrees of freedom are scarce. Here we present scanning tunneling spectroscopy results of the spin-orbit-induced Mott insulator Sr$_2$IrO$_{4}$. Our spectroscopy data reveal distinct shoulder-like features for occupied and unoccupied states beyond a measured Mott gap of $Deltaapprox620$~meV. Using the self-consistent Born approximation we assign the anomalies in the unoccupied states to the spin-polaronic ladder spectrum with excellent quantitative agreement and estimate the Coulomb repulsion $U$ = 2.05 ...2.28 eV in this material. These results confirm the strongly correlated electronic structure of this compound and underpin the previously conjectured paradigm of emergent unconventional superconductivity in doped Sr$_2$IrO$_{4}$.