We show theoretically that nonlinear optical media characterized by a finite response time may support the existence of discrete spectral incoherent solitons. The structure of the soliton consists of three incoherent spectral bands that propagate in frequency space toward the low-frequency components in a discrete fashion and with a constant velocity. Discrete spectral incoherent solitons do not exhibit a confinement in the space-time domain, but exclusively in the frequency domain. The kinetic theory describes in detail all the essential properties of discrete spectral incoherent solitons: A quantitative agreement has been obtained between simulations of the kinetic equation and the nonlinear Schrödinger equation. Discrete spectral incoherent solitons may be supported in both the normal dispersion regime or the anomalous dispersion regime. These incoherent structures find their origin in the causality condition inherent to the nonlinear response function of the material. Considering the concrete example of the Raman effect, we show that discrete incoherent solitons may be spontaneously generated through the process of supercontinuum generation in photonic crystal fibers.