We present a class of soliton solutions to a system of two coupled nonlinear Schrödinger equations, with an intrinsic domain wall (DW) which separates regions occupied by two different fields. The model describes a binary mixture of two Bose-Einstein condensates (BECs) with interspecies repulsion. For the attractive or repulsive interactions inside each species, we find solutions which are bright or dark solitons in each component, while for the opposite signs of the intraspecies interaction, a bright-dark soliton pair is found (each time, with the intrinsic DW). These solutions can arise in the context of discrete lattices, and most of them can be supported in continuum settings by an external parabolic trap. The stability of the solitons with intrinsic DWs is examined, and the evolution of unstable ones is analyzed. We also briefly discuss the possibility of generating such families of solutions in the presence of linear coupling between the components, and an application of the model to bimodal light propagation in nonlinear optics.