Colloidal semiconductor nanoplatelets exhibit strong quantum confinement for electrons and holes as well as excitons in one dimension, while their in-plane motion is free. Because of the large dielectric contrast between the semiconductor and its ligand environment, the Coulomb interaction between electrons and holes is strongly enhanced. By means of one- and two-photon photoluminescence excitation spectroscopy, we measure the energies of the 1S and 1P exciton states in CdSe nanoplatelets with thicknesses varied from 3 up to 7 monolayers. By comparison with calculations, performed in the effective mass approximation with account of the dielectric enhancement, we evaluate exciton binding energies of 195–315 meV, which is about 20 times greater than that in bulk CdSe. Our calculations of the effective Coulomb potential for very thin nanoplatelets are close to the Rytova-Keldysh model, and the exciton binding energies are comparable with the values reported for monolayer-thick transition metal dichalcogenides.