Recently discovered superconducting P-doped EuFe_{2}As_{2} compounds reveal the situation when the superconducting critical temperature substantially exceeds the ferromagnetic transition temperature. The main mechanism of the interplay between magnetism and superconductivity occurs to be an electromagnetic one, and a short-period magnetic domain structure was observed just below Curie temperature [V. S. Stolyarov et al., Sci. Adv. 4, eaat1061 (2018)SACDAF2375-254810.1126/sciadv.aat1061]. We elaborate a theory of such a transition and demonstrate how the initial sinusoidal magnetic structure gradually transforms into a solitonlike domain one. Further cooling may trigger a first-order transition from the short-period domain Meissner phase to the self-induced ferromagnetic vortex state, and we calculate the parameters of this transition. The size of the domains in the vortex state is basically the same as in the normal ferromagnet, but with the domain walls which should generate the set of vortices perpendicular to the vortices in the domains.