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The Heisenberg-Ising spin ladder is one of the few short-range models showing confinement of elementary excitations without the need of an external field, neither transverse nor longitudinal. This feature makes the model suitable for an experimental realization with ultracold atoms. In this paper, we combine analytic and numerical techniques to precisely characterize its spectrum in the regime of Hamiltonian parameters showing confinement. We find two kinds of particles, which we dub intrachain and interchain mesons, that correspond to bound states of kinks within the same chain or between different ones, respectively. The ultimate physical reasons leading to the existence of two families of mesons is a residual double degeneracy of the ground state: the two types of mesons interpolate either between the same vacuum (intrachain) or between the two different ones (interchain). While the intrachain mesons can also be qualitatively assessed through an effective mean field description and were previously known, the interchain ones are new and they represent general features of spin ladders with confinement.