Just as photons are the quanta of light, plasmons are the quanta of orchestrated charge-density oscillations in conducting media. Plasmon phenomena in normal metals, superconductors, and doped semiconductors are often driven by long-wavelength Coulomb interactions. However, in crystals whose Fermi surface is comprised of disconnected pockets in the Brillouin zone, collective electron excitations can also attain a shortwave component when electrons transition between these pockets. In this work, we show that the band structure of monolayer transition-metal dichalcogenides gives rise to an intriguing mechanism through which shortwave plasmons are paired up with excitons. The coupling elucidates the origin for the optical sideband that is observed repeatedly in monolayers of WSe2 and WS2 but not understood. The theory makes it clear why exciton-plasmon coupling has the right conditions to manifest itself distinctly only in the optical spectra of electron-doped tungsten-based monolayers.