During the past 20 years, the efficient combination of quantum chemical calculations with statistical thermodynamics by the COSMO-RS method has become an important alternative to force-field based simulations for the accurate prediction of free energies of molecules in liquid systems. While it was originally restricted to homogeneous liquids, it later has been extended to the prediction of the free energy of molecules in inhomogeneous systems such as micelles, biomembranes, or liquid interfaces, but these calculations were based on external input about the structure of the inhomogeneous system. Here we report the rigorous extension of COSMO-RS to a self-consistent prediction of the structure and the free energies of molecules in self-organizing inhomogeneous systems. This extends the application range to many new areas, such as the prediction of micellar structures and critical micelle concentrations, finite loading effects in micelles and biomembranes, the free energies and structure of liquid interfaces, microemulsions, and many more related topics, which often are of great practical importance.