We report an experimental and numerical study of the spontaneous emergence of spectral incoherent solitons through supercontinuum generation in a two zero-dispersionwavelengths photonic crystal fiber. By using a simple experimental setup, we show that the highly nonlinear regime of supercontinuum generation is characterized by the emergence of a spectral incoherent soliton in the low-frequency edge of the supercontinuum spectrum. We show that a transition occurs from the discrete spectral incoherent soliton to its continuous counterpart as the power of the laser is increased. Contrary to conventional solitons, spectral incoherent solitons do not exhibit a confinement in the space-time domain, but solely in the frequency domain. These incoherent structures owe their existence to the noninstantaneous nature of the nonlinear Raman effect and, more specifically, to the causality property underlying the Raman response function.