We study the effect of strong spin-orbit coupling (SOC) on bound states induced by impurities in superconductors. The presence of spin-orbit coupling breaks the $mathbb{SU}(2)$-spin symmetry and causes the superconducting order parameter to have generically both singlet (s-wave) and triplet (p-wave) components. We find that in the presence of SOC the spectrum of Yu-Shiba-Rusinov (YSR) states is qualitatively different in s-wave and p-wave superconductor, a fact that can be used to identify the superconducting pairing symmetry of the host system. We also predict that in the presence of SOC the spectrum of the impurity-induced bound states depends on the orientation of the magnetic moment $bf{S}$ of the impurity and, in particular, that by changing the orientation of $bf{S}$ the fermion-parity of the lowest energy bound state can be tuned. We then study the case of a dimer of magnetic impurities and show that in this case the YSR spectrum for a p-wave superconductor is qualitatively very different from the one for an s-wave superconductor even in the limit of vanishing SOC. Our predictions can be used to distinguish the symmetry of the order parameter and have implications for the Majorana proposals based on chains of magnetic atoms placed on the surface of superconductors with strong spin-orbit coupling.
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