Excitation of edge plasmon modes in a graphene rectangle by an incident electromagnetic wave is predicted. The problem is solved using a self-consistent electromagnetic approach based on the method of integral equations developed by the authors. It is found that the frequencies of edge plasmon resonances depend on both the width and length of graphene rectangle. For a graphene rectangle having the aspect ratio of 1 micron by 200 microns, the frequencies of edge plasmon resonances lie in terahertz frequency range.