Weyl fermions are massless chiral quasiparticles existing in materials known as Weyl semimetals. Topological surface states, associated with the unusual electronic structure in the Weyl semimetals, have been recently demonstrated in linear systems. Ultracold atomic gases, featuring laser-assisted tunneling in three-dimensional optical lattices, can be used for the emulation of Weyl semimetals, including nonlinear effects induced by the collisional nonlinearity of atomic Bose-Einstein condensates. We demonstrate that this setting gives rise to topological states in the form of Weyl solitons at the surface of the underlying optical lattice. These nonlinear modes, being exceptionally robust, bifurcate from linear states for a given quasi-momentum. The Weyl solitons may be used to design an efficient control scheme for topologically-protected unidirectional propagation of excitations in light-matter-interaction physics. After the recently introduced Majorana and Dirac solitons, the Weyl solitons proposed in this work constitute the third (and the last) member in this family of topological solitons.