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You need to add entity_type_id aswell in the hook.

It should be

use Drupal\Core\Entity\EntityTypeInterface;

/**
 * Implements hook_entity_bundle_field_info_alter().
 */

function mymodule_entity_bundle_field_info_alter(&$fields, EntityTypeInterface $entity_type, $bundle)
{
   if ($entity_type->id() === 'paragraph' && $bundle === 'my_paragraph_bundle' && isset($fields['my_paragraph_field'])) {

      $fields['my_paragraph_field']->addConstraint('MyConstraint', []);
    }
}

For reference : Adding Constraint to entity referenced Paragraph field