Strongly anisotropic media, where the principal components of the dielectric tensor have opposite signs, are called hyperbolic. Such materials exhibit unique nanophotonic properties enabled by the highly directional propagation of slow-light modes localized at deeply sub-diffractional length scales. While artificial hyperbolic metamaterials have been demonstrated, they suffer from high plasmonic losses and require complex nanofabrication, which in turn induces size-dependent limitations on optical confinement. The low-loss, mid-infrared, natural hyperbolic material hexagonal ​boron nitride is an attractive alternative. Here we report on three-dimensionally confined ‘hyperbolic polaritons’ in ​boron nitride nanocones that support four series (up to the seventh order) modes in two spectral bands. The resonant modes obey the predicted aspect ratio dependence and exhibit high-quality factors (Q up to 283) in the strong confinement regime (up to λ/86). These observations assert hexagonal ​boron nitride as a promising platform for studying novel regimes of light–matter interactions and nanophotonic device engineering.