We present an exact thick domain wall solution with naked singularities to
five-dimensional gravity coupled with a scalar field with exponential poten
tial. In our solution we found exactly the special coefficient of the expon
ent as coming from compactification of string theory with cosmological cons
tant. We show that this solution is self-tuning when a 3-brane is included.
In searching for a solution with horizon we found a similar exact solution
with fine-tuned exponent coefficient with an integration constant. Failing
to find a solution with horizon we prove the nonexistence of horizons. The
se naked singularities actually cannot be resolved by horizon. We also comm
ent on the physical relevance of this solution.