New boundary bound states (BBS) are found for an integrable model with magnetic impurities located at the edges of an open Heisenberg spin chain. These bound states carry the real energy and are formed by three or five imaginary modes of the rapidities. These imaginary modes of the rapidities give non-zero antisymmetric wave functions and the moments of the centres of the bound states are zero. This indicates that these bound states result from the magnetic impurities and are localized at the edges of the correlated system. Kondo screening occurs for the antiferromagnetic spin chain with ferromagnetic-impurity-electron exchange interaction.