It doesn’t use the word “novena”, and neither does Jesus specifically tell them to pray for 9 days after He ascends (Acts 1:9). But wait for the Holy Spirit (Acts 1:4) and pray is what they did (Acts 1:14) in the upper room. The first 9 day novena!!!

And on the 10th day, Pentecost, the Holy Spirit came.
(See Post #2 from Edward)
ACTS 1
1:4 And while staying with them he charged them not to depart from Jerusalem, but to wait for the promise of the Father, which, he said, “you heard from me, 1:5 for John baptized with water, but before many days you shall be baptized with the Holy Spirit.”
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1:8 But you shall receive power when the Holy Spirit has come upon you; and you shall be my witnesses in Jerusalem and in all Judea and Sama’ria and to the end of the earth." 1:9 And when he had said this, as they were looking on, he was lifted up, and a cloud took him out of their sight
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1:12 Then they returned to Jerusalem from the mount called Olivet, which is near Jerusalem, a sabbath day’s journey away; 1:13 and when they had entered, they went up to the upper room, where they were staying, Peter and John and James and Andrew, Philip and Thomas, Bartholomew and Matthew, James the son of Alphaeus and Simon the Zealot and Judas the son of James. 1:14 All these with one accord devoted themselves to prayer, together with the women and Mary the mother of Jesus, and with his brothers.
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2:1 When the day of Pentecost had come, they were all together in one place.