Nondiffusive phonon thermal transport, extensively observed in nanostructures, has largely been attributed to classical size effects, ignoring the wave nature of phonons. We report localization behavior in phonon heat conduction due to multiple scattering and interference events of broadband phonons, by measuring the thermal conductivities of GaAs/AlAs superlattices with ErAs nanodots randomly distributed at the interfaces. With an increasing number of superlattice periods, the measured thermal conductivities near room temperature increased and eventually saturated, indicating a transition from ballistic to diffusive transport. In contrast, at cryogenic temperatures the thermal conductivities first increased but then decreased, signaling phonon wave localization, as supported by atomistic Greenșs function simulations. The discovery of phonon localization suggests a new path forward for engineering phonon thermal transport.