Let $W$ be a Coxeter group. The goal of the paper is to construct new Hopf algebras that contain Hecke algebras $H_{bf q}(W)$ as (left) coideal subalgebras. Our Hecke-Hopf algebras ${bf H}(W)$ have a number of applications. In particular they provide new solutions of quantum Yang-Baxter equation and lead to a construction of a new family of endo-functors of the category of $H_{bf q}(W)$-modules. Hecke-Hopf algebras for the symmetric group are related to Fomin-Kirillov algebras, for an arbitrary Coxeter group $W$ the Demazure part of ${bf H}(W)$ is being acted upon by generalized braided derivatives which generate the corresponding (generalized) Nichols algebra.
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