Correlation among particles in finite quantum systems leads to complex behaviour and novel states of matter. One remarkable example is predicted to occur in a semiconductor quantum dot1,2,3, where at vanishing electron density the Coulomb interaction between electrons rigidly fixes their relative positions as those of the nuclei in a molecule4,5,6,7,8,9,10,11,12,13,14. In this limit, the neutral few-body excitations are roto-vibrations, which have either rigid-rotor or relative-motion character15. In the weak correlation regime, on the contrary, the Coriolis force mixes rotational and vibrational motions. Here, we report evidence for roto-vibrational modes of an electron molecular state at densities for which electron localization is not yet fully achieved. We probe these collective modes by using inelastic light scattering16,17,18 in quantum dots containing four electrons19. Spectra of low-lying excitations associated with changes of the relative-motion wavefunction—the analogues of the vibration modes of a conventional molecule—do not depend on the rotational state represented by the total angular momentum. Theoretical simulations by the configuration-interaction method20 are in agreement with the observed roto-vibrational modes and indicate that such molecular excitations develop at the onset of short-range correlation.