We consider the problem of the formation of soliton states from a modulationally unstable initial condition in the framework of the Schrödinger-Poisson (or Newton-Schrödinger) equation accounting for gravitational interactions. We unveil a previously unrecognized regime: By increasing the nonlinearity, the system self-organizes into an incoherent localized structure that contains “hidden” coherent soliton states. The solitons are hidden in the sense that they are fully immersed in random wave fluctuations: The radius of the soliton is much larger than the correlation radius of the incoherent fluctuations, while its peak amplitude is of the same order of such fluctuations. Accordingly, the solitons can hardly be identified in the usual spatial or spectral domains, while their existence is clearly unveiled in the phase-space representation. Our multiscale theory based on coupled coherent-incoherent wave turbulence formalisms reveals that the hidden solitons are stabilized and trapped by the incoherent localized structure. Furthermore, hidden binary soliton systems are identified numerically and described theoretically. The regime of hidden solitons is of potential interest for self-gravitating Boson models of “fuzzy" dark matter. It also sheds new light on the quantum-to-classical correspondence with gravitational interactions. The hidden solitons can be observed in nonlocal nonlinear optics experiments through the measurement of the spatial spectrogram.