To be deeply engrossed or absorbed; to be lost in one's own thoughts or imagination.

अपनी ही दुनिया में खोए हुए होना

English Usage: She didn't hear the bell because she was in a world of her own.

Hindi Usage: उसने घंटी नहीं सुनी क्योंकि वह अपनी ही दुनिया में खोई हुई थी।