We construct a solitonic three-brane solution in the five-dimensional Einst
ein-Hilbert-Gauss-Bonnet theory. This solitonic brane is delta -function-li
ke, and has the property that gravity is completely localized on the brane.
That is, there are no propagating degrees of freedom in the bulk, while on
the brane we have purely four-dimensional Einstein gravity. Thus, albeit t
he classical background is five-dimensional, the quantum theory (perturbati
vely) is four-dimensional. Our solution can be embedded in the supergravity
context, where we have completely localized supergravity on the correspond
ing solitonic brane, which is a BPS object preserving 1/2 of the original s
upersymmetries. By including a scalar field, we also construct a smooth dom
ain wail solution, which in a certain limit reduces to the delta -function-
like solitonic brane solution (this is possible for the latter breaks diffe
omorphisms only spontaneously). We then show that in the smooth domain wall
background the only normalizable mode is the four-dimensional graviton zer
o mode, while all the other (including massive Kaluza-Klein) modes are not
even plane-wave normalizable. Finally, we observe that in compactifications
of Type IIB on five-dimensional Einstein manifolds other than a five-spher
e the corresponding dual gauge theories on D3-branes are not conformal in t
he ultraviolet, and at the quantum level we expect the Einstein-Hilbert ter
m to be generated in their world volumes. We conjecture that in full string
theory on Type IIB side this is due to higher curvature terms, which canno
t be ignored in such backgrounds. A stronger version of this conjecture als
o states that (at least in some cases) in such backgrounds D3-branes are so
litonic objects with completely localized (super)gravity in their world vol
umes.