We demonstrate a holographic realization of color-flavor locking phase, using N=4 SU(Nc) SYM coupled to N=2 Nf fundamental hypermultiplets as an example. The gravity dual consists of Nc D3-branes and Nf D7-branes with world volume gauge field representing the baryon density. Treating a small number \tilde{N}c << Nc of D3-branes as Yang-Mills instantons on the D7-branes, we consider possible potential(s) on their moduli space or equivalently the Higgs branch. We show that a non-trivial potential can be generated by including the backreaction of the baryonic density on the D7-branes, this dynamically drives the instantons (= D3-branes) into dissolution. We interpret this as a color-flavor locking since the size of the instanton is the squark vev, and study the symmetry breaking patterns. Extending to finite temperature setup, we demonstrate that color-flavor locking persists, and the thermal effect provides additional structures in the phase diagram.

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