Novenas are an ancient tradition that goes back to the days of the Apostles.
Jesus told His disciples to pray together after His ascension into heaven, so they went to an upper room along with the Blessed Virgin Mary, (Acts 1:14) and joined constantly in prayer for nine days.
These nine days of constant prayer by the Apostles at the direction of Jesus led up to Pentecost. This is when the Holy Spirit descended upon the disciples as “tongues of fire” (Acts 2:1-4). This pattern of 9 days of prayer is the basis of the novenas we pray today!
Thus, the novena is an imitation of the Lord’s command to the Apostles when they prayed for 9 days in anticipation of the coming of the Holy Spirit.
And that's why we pray all of our novenas for nine days, followed by one final prayer on the 10th day (which is usually the feast day).