The discovery of passive mode-locking of lasers via saturable absorbers has led to optical femto-second pulses. In the optical frequency domain a train of such pulses corresponds to a frequency comb, which find use in precision spectroscopy and optical frequency metrology. In an alternative approach, not relying on mode-locking, frequency combs can also be generated in continuously driven, Kerr-nonlinear optical microresonators via cascaded parametric four-wave mixing. Applying a pulse-shaping mode-locking mechanism could enable compact and robust femto-second pulse generators. However, saturable absorbers are challenging to apply to microresonators as they affect the high quality factor essential to nonlinear frequency conversion. Here, we demonstrate passive mode-locking in microresonators via soliton formation. In contrast to soliton mode-locked lasers a stabilizing saturable absorber is not required due to the parametric gain mechanism. We observe the generation of pulses with 200 fs duration and low noise frequency comb spectra with low line-to-line power variation. Numerical modeling of the nonlinear coupled mode equations is used to physically understand the mode-locking and in combination with an analytical description allows the identification of mode-locked regimes. The presented results open the route towards compact, high repetition-rate femto-second sources, where the operating wavelength is not bound to the availability of laser gain media or saturable absorbers. The smooth optical soliton spectra are essential to frequency domain applications such as channel generators in advanced telecommunication or in fundamental studies such as astrophysical spectrometer calibration. Moreover, femto-second pulses in conjunction with external broadening provide a viable route to a microresonator RF-to-optical link.