This study advocates the investigation of soliloquy as a new approach in pragmatics research. The primary function of language is arguably to communicate with others, but language is also used to think. Thoughts constantly emerge in confluent streams of images, concepts, and ideas within the mind; to grasp and manage them, we need language. An analysis of soliloquy can open a window to a better understanding of our mental activities. Based on experimentally obtained soliloquy data in Japanese, three issues are considered: gendered language, the sentence-final particles ne and yo, and the ko-so-a demonstratives. It is demonstrated that soliloquy can shed new light on these widely studied topics. The conclusions reached include that (a) Japanese gendered language is more gendered than recent studies in the field claim, (b) ne and yo are used to monitor and control the speaker's internal information processing, and (c) the deixis-anaphra distinction is not clear-cut.