  We theoretically investigate the behavior of dark solitons in a
one-dimensional spin-orbit coupled atomic Fermi gas in harmonic traps, by
solving self-consistently the Bogoliubov-de Gennes equations. The dark soliton
- to be created by phase-imprinting in future experiments - is characterized by
a real order parameter, which changes sign at a point node and hosts localized
Andreev bound states near the node. By considering both cases of a single
soliton and of multiple solitons, we find that the energy of these bound states
decreases to zero, when the system is tuned to enter the topological superfluid
phase by increasing an external Zeeman field. As a result, two Majorana
fermions emerge in the vicinity of each soliton, in addition to the well-known
Majorana fermions at the trap edges associated with the nontrivial topology of
the superfluid. We propose that the soliton-induced Majorana fermions can be
directly observed by using spatially-resolved radio-frequency spectroscopy or
indirectly probed by measuring the density profile at the point node. For the
latter, the deep minimum in the density profile will disappear due to the
occupation of the soliton-induced zero-energy Majorana fermion modes. Our
prediction could be tested in a resonantly-interacting spin-orbit coupled
$^{40}$K Fermi gas confined in a two-dimensional optical lattice.
