We present a string theory construction of a gravity dual of a spatially modulated phase. In our earlier work, we showed that the Chern-Simons term in the 5-dimensional Maxwell theory destabilizes the Reissner-Nordstrom black holes in anti-de Sitter space if the Chern-Simons coupling is sufficiently high. In this paper, we show that a similar instability is realized on the worldvolume of 8-branes in the Sakai-Sugimoto model in the quark-gluon plasma phase. We also construct and analyze a non-linear solution describing the end-point of the transition. Our result suggests a new spatially modulated phase in quark-gluon plasma when the baryon density is above 0.8 N_f fm^{-3} at temperature 150 MeV.
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